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isPartOf:"Freiburger betriebswirtschaftliche Diskussionsbeiträge"
type_genre:"Übersichtsarbeit"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Estimation theory
Volatility
Estimation
113
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113
Deutschland
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58
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Herwartz, Helmut
6
Härdle, Wolfgang
6
Hafner, Christian M.
3
Yang, Lijian
3
Breitung, Jörg
2
Fengler, Matthias R.
2
Lütkepohl, Helmut
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Freiburger betriebswirtschaftliche Diskussionsbeiträge
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper
103
Working paper / National Bureau of Economic Research, Inc.
91
CESifo working papers
83
Discussion paper series / IZA
83
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
63
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Discussion paper
48
SFB 649 discussion paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Discussion papers / CEPR
38
CAMA working paper series
32
CREATES research paper
30
Finance and economics discussion series
28
Working papers
28
Discussion papers of interdisciplinary research project 373
27
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26
CFS working paper series
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
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24
Kiel working paper
24
Working papers series in theoretical and applied economics
23
Department of Economics working paper series
22
Staff reports / Federal Reserve Bank of New York
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Cambridge working papers in economics
17
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Economics and finance working paper series
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Kieler Arbeitspapiere
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Working papers on finance
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Discussion paper / Deutsche Bundesbank
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Economics : the open-access, open-assessment e-journal
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
4
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
5
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
6
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
7
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
8
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
9
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
10
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
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