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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Di, Jianing"
~person:"Härdle, Wolfgang"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Volatility
ARCH model
Stochastischer Prozess
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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ARCH-Modell
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Behavioural finance
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GARCH
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Multivariate Analyse
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Option pricing theory
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bootstrap
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Di, Jianing
Härdle, Wolfgang
Francq, Christian
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Horváth, Lajos
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Zakoïan, Jean-Michel
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Bu, Ruijun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
CORE discussion paper : DP
1
Discussion paper / Center for Economic Research, Tilburg University
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of econometrics
1
Nonparametric dynamic modelling
1
SFB 649 discussion paper
1
The econometrics journal
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One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
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2
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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