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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working papers / TSE : WP"
~language:"eng"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation
Estimation theory
64
Schätztheorie
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Regression analysis
22
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22
Nichtparametrisches Verfahren
21
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10
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fixed effects
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Costa, Manon
2
Gadat, Sébastien
2
Gautier, Eric
2
Jochmans, Koen
2
Kim, Jihyun
2
Ruiz-Gazen, Anne
2
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1
Bercu, Bernard
1
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1
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Meddahi, Nour
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Medous, Estelle
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Park, Joon Y.
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Puech, Pauline
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Cambridge working papers in economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
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Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
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2
Conflict prediction using kernel density estimation
Tapsoba, Augustin
-
2022
Persistent link: https://www.econbiz.de/10012813801
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3
Discrete-continuous dynamic choice models: identification and conditional choice probability estimation
Bruneel-Zupanc, Christophe Alain
-
2021
-
This version: February 4, 2021
Persistent link: https://www.econbiz.de/10012434784
Saved in:
4
Factor and factor loading augmented estimators for panel regression
Beyhum, Jad
;
Gautier, Eric
-
2021
Persistent link: https://www.econbiz.de/10012542410
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5
Many-to-One indirect sampling with application to the French postal traffic estimation
Medous, Estelle
;
Goga, Camelia
;
Ruiz-Gazen, Anne
; …
-
2021
Persistent link: https://www.econbiz.de/10012669209
Saved in:
6
Instrumental-variable estimation of exponential regression models with two-way fixed effects with an application to gravity equations
Jochmans, Koen
;
Verardi, Vincenzo
-
2021
-
This version: November 19, 2021
Persistent link: https://www.econbiz.de/10012698501
Saved in:
7
Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen
;
Weidner, Martin
-
2021
-
This version: October 29, 2021
Persistent link: https://www.econbiz.de/10012698513
Saved in:
8
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
9
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
10
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
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