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person:"Croux, Christophe"
subject:"Volatility"
~person:"Fernández-Villaverde, Jesús"
~person:"Gouriéroux, Christian"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
90
Schätztheorie
90
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30
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30
Robust statistics
22
Robustes Verfahren
22
Time series analysis
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Estimation
14
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Maximum likelihood estimation
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Multivariate Analyse
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Croux, Christophe
Fernández-Villaverde, Jesús
Gouriéroux, Christian
Linton, Oliver
45
Gao, Jiti
37
Härdle, Wolfgang
34
Chen, Xiaohong
28
Newey, Whitney K.
23
Hoderlein, Stefan
22
Otsu, Taisuke
21
Dette, Holger
20
Cai, Zongwu
19
Horowitz, Joel
18
Lewbel, Arthur
16
Mammen, Enno
14
Chernozhukov, Victor
13
Feng, Yuanhua
13
Reiß, Markus
13
Van Keilegom, Ingrid
13
Breunig, Christoph
12
Florens, Jean-Pierre
12
Neumeyer, Natalie
12
Phillips, Peter C. B.
12
Simar, Léopold
12
Hu, Yingyao
11
Ichimura, Hidehiko
11
Koopman, Siem Jan
11
Lee, Sokbae
11
Fang, Ying
10
Li, Degui
10
Racine, Jeffrey
10
Rothe, Christoph
10
Sibbertsen, Philipp
10
Berg, Gerard J. van den
9
Cattaneo, Matias D.
9
Escanciano, Juan Carlos
9
Gooijer, Jan G. de
9
Kristensen, Dennis
9
Krivobokova, Tatyana
9
Spokojnyj, Vladimir G.
9
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8
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8
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6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
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2
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1
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1
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1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
18
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2014
Persistent link: https://www.econbiz.de/10011661491
Saved in:
4
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
5
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
6
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
7
S-estimation for penalized regression splines
Tharmaratnam, K.
;
Claeskens, G.
;
Croux, Christophe
; …
-
2008
Persistent link: https://www.econbiz.de/10003977689
Saved in:
8
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
9
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
10
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
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