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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Mancino, Maria Elvira"
~person:"Nolte, Ingmar"
~person:"Spokojnyj, Vladimir G."
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Volatilität
Estimation theory
80
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Time series analysis
33
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32
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Corsi, Fulvio
Mancino, Maria Elvira
Nolte, Ingmar
Spokojnyj, Vladimir G.
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
18
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
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Brandt, Michael W.
13
Diebold, Francis X.
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Hafner, Christian M.
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Kim, Donggyu
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Härdle, Wolfgang
11
Andersen, Torben
10
Liu, Zhi
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Silvennoinen, Annastiina
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Swanson, Norman R.
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Mykland, Per A.
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Rodriguez, Gabriel
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Alizadeh, Sassan
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Bibinger, Markus
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Daníelsson, Jón
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Fernández-Villaverde, Jesús
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Francq, Christian
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Gouriéroux, Christian
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
32
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31
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
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32
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
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