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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"CORE discussion paper : DP"
~subject:"Volatilität"
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Estimation theory
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Zaffaroni, Paolo
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Härdle, Wolfgang
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Robinson, Peter M.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CORE discussion paper : DP
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Discussion paper / Tinbergen Institute
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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International journal of forecasting
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Finance research letters
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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Econometrics : open access journal
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SFB 649 discussion paper
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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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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Handbook of financial time series
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International journal of financial engineering
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The European journal of finance
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
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1997
Persistent link: https://www.econbiz.de/10000954585
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2
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
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1997
Persistent link: https://www.econbiz.de/10000964422
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3
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
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1997
Persistent link: https://www.econbiz.de/10000971105
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