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subject:"Volatility"
subject:"Stochastischer Prozess"
~subject:"Statistical inference"
~type_genre:"Thesis"
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1
Semiparametric inference for non-LAN models
Zhou, Bo
-
2017
Persistent link: https://www.econbiz.de/10011764875
Saved in:
2
On specification and inference in the econometrics of public procurement
Sundström, David
-
2016
Persistent link: https://www.econbiz.de/10011526349
Saved in:
3
Essays on high frequency and behavioral finance
Rezania, Omid
-
2011
Persistent link: https://www.econbiz.de/10009419915
Saved in:
4
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
Saved in:
5
Nonparametric inference procedures for multi-state Markovian models with applications to incomplete life science data
Dobler, Dennis
-
2016
Persistent link: https://www.econbiz.de/10011532679
Saved in:
6
Perturbation and symmetry techniques applied to finance
Taylor, Stephen
-
2010
Persistent link: https://www.econbiz.de/10010418488
Saved in:
7
Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
-
2015
Persistent link: https://www.econbiz.de/10011532683
Saved in:
8
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
-
2012
Persistent link: https://www.econbiz.de/10009658155
Saved in:
9
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
Saved in:
10
On the estimation of fractionally integrated processes
Nielsen, Frank S.
-
2009
Persistent link: https://www.econbiz.de/10003839270
Saved in:
11
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
Saved in:
12
Essays on inference in partially identified models
Bugni, Federico A.
-
2008
Persistent link: https://www.econbiz.de/10010247947
Saved in:
13
Robustness of volatility estimation
Li, Yingying
-
2008
Persistent link: https://www.econbiz.de/10011573106
Saved in:
14
Uniform inferences in econometrics
Mikusheva, Anna
-
2007
Persistent link: https://www.econbiz.de/10009689094
Saved in:
15
Essays on partial identification in econometrics and finance
Galichon, Alfred
-
2007
Persistent link: https://www.econbiz.de/10009691355
Saved in:
16
Partial identification via inequality restrictions : inference and applications in industrial organization
Rosen, Adam M.
-
2006
Persistent link: https://www.econbiz.de/10003908260
Saved in:
17
Many instruments, sample selection and treatment effects in econometrics
Hasselt, Martijn van
-
2006
Persistent link: https://www.econbiz.de/10003973867
Saved in:
18
Essays on volatility measurement, model combination and asset pricing
Löbb, Joachim
-
2006
Persistent link: https://www.econbiz.de/10003407931
Saved in:
19
A structural framework for the pricing of corporate securities : economic and empirical issues
Genser, Michael
-
2006
Persistent link: https://www.econbiz.de/10003042068
Saved in:
20
Modeling and inferential approaches for treatment response data in cross-section and panel settings with confounding on unobservables
Jacobi, Liana
-
2005
Persistent link: https://www.econbiz.de/10003905349
Saved in:
21
Three essays on econometrics
Kim, Myungsup
-
2005
Persistent link: https://www.econbiz.de/10003905358
Saved in:
22
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
23
Empirical [gamma]-divergence : estimation and inference
Cho, Young Su
-
2005
Persistent link: https://www.econbiz.de/10002980078
Saved in:
24
Estimation of Survival Functions under extreme Censoring with Applications to Credit Risk Modeling
Djai͏̈dja, Abdel-Yarzif Karim
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002135562
Saved in:
25
Das Konzept der orthogonalen Projektion zur Bestimmung von Credibility-Schätzern in diskreter und kontinuierlicher Zeit
Merz, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392682
Saved in:
26
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
27
A theoretical approach to inference based on maximum observations
Qing, Li
-
2004
Persistent link: https://www.econbiz.de/10003387283
Saved in:
28
Quantile regression methods for recursive structural equation models
Ma, Lingjie
-
2004
Persistent link: https://www.econbiz.de/10003387291
Saved in:
29
Essays on Bayesian econometrics
Radchenko, Stanislav
-
2002
Persistent link: https://www.econbiz.de/10003780474
Saved in:
30
Inferenz im linearen Regressionsmodell mit ungleichungsrestringierten Parametern
Knautz, Henning
-
2000
Persistent link: https://www.econbiz.de/10001526715
Saved in:
31
An empirical examination of maximum entropy estimation
Campbell, Randall C.
-
1999
Persistent link: https://www.econbiz.de/10001619920
Saved in:
32
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
33
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
34
Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael
-
1998
Persistent link: https://www.econbiz.de/10000672590
Saved in:
35
Stabilitätsüberprüfung von Geldnachfragefunktionen ausgewählter EU-Staaten : eine Darstellung und Anwendung der Flexible-Kleinste-Quadrate-Methode
Pfaff, Bernhard
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013358681
Saved in:
36
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
37
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
38
The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el
-
1997
Persistent link: https://www.econbiz.de/10000968338
Saved in:
39
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
40
Analyse deutscher Aktien und Optionsscheine mittels ARCH-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar
-
1997
Persistent link: https://www.econbiz.de/10000973626
Saved in:
41
Nonlinear long memory models with applications in finance
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10001397476
Saved in:
42
Prozesse mit autoregressiver bedingter Heteroskedastie : empirische Ergebnisse für Wechselkurszeitreihen
Sanddorf-Köhle, Walter G.
-
1996
Persistent link: https://www.econbiz.de/10013420743
Saved in:
43
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
44
The dual jump diffusion model for security prices
Frost, Daniel Allen
-
1993
Persistent link: https://www.econbiz.de/10000996118
Saved in:
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