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type_genre:"Arbeitspapier"
person:"Phillips, Peter C. B."
~subject:"Statistische Verteilung"
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Statistische Verteilung
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Time series analysis
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Estimation theory
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Phillips, Peter C. B.
Dijk, Herman K. van
25
Lucas, André
18
Härdle, Wolfgang
16
Hoogerheide, Lennart
15
Paolella, Marc S.
12
Opschoor, Anne
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Ravazzolo, Francesco
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Einmahl, John H. J.
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Hinloopen, Jeroen
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Klein, Ingo
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Vries, Casper G. de
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Bollerslev, Tim
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Griffiths, William E.
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Hallin, Marc
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Kurz-Kim, Jeong-Ryeol
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Zhang, Xin
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Alfarano, Simone
6
Diebold, Francis X.
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Dillenberger, David
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Koopman, Siem Jan
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Okhrin, Ostap
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Okhrin, Yarema
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Ardia, David
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1
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842069
Saved in:
2
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
3
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
Saved in:
4
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
Saved in:
5
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
6
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
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