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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Germany"
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Search: subject_exact:"Estimation theory"
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Volatility
Germany
Estimation theory
173
Schätztheorie
173
Theorie
92
Theory
92
Time series analysis
43
Zeitreihenanalyse
43
Nichtparametrisches Verfahren
34
Nonparametric statistics
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Estimation
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Volatilität
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Regression analysis
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Härdle, Wolfgang
5
Spokojnyj, Vladimir G.
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Yang, Lijian
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Breitung, Jörg
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Herwartz, Helmut
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Andreou, Alena
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1
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Carrasco, Marine
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Dankenbring, Henning
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1
Fan, Yingying
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Francq, Christian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CBN journal of applied statistics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion paper / Tinbergen Institute
28
Economics letters
28
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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CREATES research paper
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Europäische Hochschulschriften / 5
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Quantitative finance
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Discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of financial econometrics
13
SFB 649 discussion paper
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Finance research letters
12
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
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Discussion paper series / IZA
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Econometrics : open access journal
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Journal of forecasting
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Journal of risk and financial management : JRFM
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Discussion papers of interdisciplinary research project 373
9
Schriften zur angewandten Ökonometrie
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Kieler Arbeitspapiere
8
Reihe Quantitative Ökonomie : Ökon
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Applied economics
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ECONIS (ZBW)
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31
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
32
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
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33
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
34
The monetary model of the exchange rate : a structural interpretation
Moersch, Mathias
;
Nautz, Dieter
-
1998
Persistent link: https://www.econbiz.de/10000992222
Saved in:
35
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
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