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type_genre:"Thesis"
subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Subject
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Volatilität
Estimation theory
687
Schätztheorie
682
Theorie
527
Theory
527
Schätzung
114
Zeitreihenanalyse
113
Deutschland
111
Germany
111
Time series analysis
107
Estimation
97
USA
89
United States
89
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40
Regressionsanalyse
40
Statistical theory
37
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37
Ökonometrisches Modell
32
Prognoseverfahren
30
Forecasting model
29
Portfolio selection
26
Portfolio-Management
26
Simulation
25
Probability theory
24
Wahrscheinlichkeitsrechnung
24
Börsenkurs
23
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23
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23
Nichtparametrisches Verfahren
22
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22
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21
Modellierung
20
Sampling
20
Scientific modelling
20
Stichprobenerhebung
20
Rationale Erwartung
19
Rational expectations
18
Schweiz
18
Volatility
18
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17
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2
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1
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18
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Thesis
Article in journal
831
Aufsatz in Zeitschrift
831
Graue Literatur
297
Non-commercial literature
297
Arbeitspapier
286
Working Paper
286
Aufsatz im Buch
46
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46
Hochschulschrift
23
Collection of articles written by one author
5
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5
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4
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4
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4
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3
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2
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2
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1
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English
15
German
3
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Chou, Ray Yeutien
1
Din, Tarek Mohy el
1
Hafner, Christian M.
1
Hagerud, Gustaf E.
1
Heid, Frank
1
Jang, Tae-Seok
1
Kaiser, Thomas
1
Kömm, Holger
1
Li, Yingying
1
Lux, Thomas
1
Löbb, Joachim
1
Pfaff, Bernhard
1
Radchenko, Stanislav
1
Rezania, Omid
1
Sachs, Ekkehard
1
Schneider, Marina
1
Sheppard, Kevin
1
Taylor, Stephen
1
Volkwein, Stefan
1
Zaffaroni, Paolo
1
Åsbrink, Stefan E.
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
2
Springer Fachmedien Wiesbaden
1
Universität Trier
1
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Contributions to economics
1
Gabler Edition Wissenschaft : Empirische Finanzmarktforschung
1
Monograph series / The Institute of Economics, Academia Sinica
1
Schriften zur monetären Ökonomie
1
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ECONIS (ZBW)
18
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18
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1
Essays on high frequency and behavioral finance
Rezania, Omid
-
2011
Persistent link: https://www.econbiz.de/10009419915
Saved in:
2
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:
3
Perturbation and symmetry techniques applied to finance
Taylor, Stephen
-
2010
Persistent link: https://www.econbiz.de/10010418488
Saved in:
4
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:
5
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
-
2012
Persistent link: https://www.econbiz.de/10009658155
Saved in:
6
Robustness of volatility estimation
Li, Yingying
-
2008
Persistent link: https://www.econbiz.de/10011573106
Saved in:
7
Essays on volatility measurement, model combination and asset pricing
Löbb, Joachim
-
2006
Persistent link: https://www.econbiz.de/10003407931
Saved in:
8
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
9
Essays on Bayesian econometrics
Radchenko, Stanislav
-
2002
Persistent link: https://www.econbiz.de/10003780474
Saved in:
10
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:
11
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
12
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:
13
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
14
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
15
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:
16
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
17
Nonlinear long memory models with applications in finance
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10001397476
Saved in:
18
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
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