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type_genre:"Graue Literatur"
subject:"Volatilität"
~person:"Sentana, Enrique"
~person:"Brandt, Michael W."
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
47
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47
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18
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18
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16
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16
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10
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8
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Sentana, Enrique
Brandt, Michael W.
Koopman, Siem Jan
9
Härdle, Wolfgang
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
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5
Diebold, Francis X.
5
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Hafner, Christian M.
5
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5
Reiß, Markus
5
Rodriguez, Gabriel
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Chan, Joshua
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Keller, Joachim G.
4
León-González, Roberto
4
Malec, Peter
4
Sibbertsen, Philipp
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Silvennoinen, Annastiina
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Sluis, Pieter J. van der
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Swanson, Norman R.
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Tauchen, George Eugene
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3
Fernández-Villaverde, Jesús
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ECONIS (ZBW)
10
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1
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
3
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
5
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
7
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
10
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
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