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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~person:"Barndorff-Nielsen, Ole E."
~person:"Kristensen, Dennis"
~subject:"Nichtparametrisches Verfahren"
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Stochastischer Prozess
Volatility
Nichtparametrisches Verfahren
Estimation theory
10
Schätztheorie
10
Nonparametric statistics
7
Stochastic process
4
Time series analysis
4
Zeitreihenanalyse
4
Statistical test
3
Statistischer Test
3
Volatilität
3
Core
2
Estimation
2
Schätzung
2
Theorie
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Theory
2
Cointegration
1
Innovation diffusion
1
Innovationsdiffusion
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Kointegration
1
Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Scientific modelling
1
Statistical distribution
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Barndorff-Nielsen, Ole E.
Kristensen, Dennis
Cattaneo, Matias D.
4
Jansson, Michael
4
Nielsen, Morten Ørregaard
4
Teräsvirta, Timo
4
Crump, Richard K.
3
Kanaya, Shin
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Bennedsen, Mikkel
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Amado, Cristina
1
Bu, Ruijun
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Dobrev, Dobrislav
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gao, Jiti
1
Gijbels, Irène
1
Guégan, Dominique
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kruse, Robinson
1
Li, Degui
1
Neri, Luca
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CREATES research paper
Journal of econometrics
4
CREATES Research Paper
2
Journal of empirical finance
2
The econometrics journal
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES Research Paper 2007-1
1
CREATES Research Paper 2008-58
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / Department of Economics, University of Copenhagen
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Econometric theory
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Journal of financial economics
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ECONIS (ZBW)
8
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Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
2
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
3
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
4
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
5
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
6
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
7
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
8
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
Saved in:
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