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subject:"Volatility"
subject:"Stochastischer Prozess"
~isPartOf:"The econometrics journal"
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Volatility
Stochastischer Prozess
Estimation theory
97
Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Götz, Thomas B.
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Hauzenberger, Klemens
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Hounyo, Ulrich
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The econometrics journal
Journal of econometrics
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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International journal of forecasting
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of financial engineering
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Mathematics of operations research
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Finance and stochastics
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International journal of production research
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Theoretical economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
2
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
3
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
4
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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