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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
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Stochastischer Prozess
Volatility
Estimation theory
4
Schätztheorie
4
Volatilität
3
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Analysis of variance
1
Anlageverhalten
1
Behavioural finance
1
Estimation
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Time series analysis
1
Varianzanalyse
1
Zeitreihenanalyse
1
bootstrap
1
confidence band
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empirical pricing kernel
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kernel smoothing
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nonparametric fitting
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English
3
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Härdle, Wolfgang
Koopman, Siem Jan
Andreou, Alena
1
Azencott, Robert
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Filipović, Damir
1
Francq, Christian
1
Frederiksen, Per
1
Fukasawa, Masaaki
1
Gao, Kun
1
Ghysels, Eric
1
Giet, Ludovic
1
Gloter, Arnaud
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hurn, Stan
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jeisman, J. I.
1
Jiang, George J.
1
Kotchoni, Rachidi
1
Lee, Roger
1
Li, Yingying
1
Lindsay, Kenneth A.
1
Liu, Zhi
1
Lubrano, Michel
1
Lv, Jinchi
1
Mancini, Cecilia
1
Marie, Nicolas
1
Mattiussi, Vanessa
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Finance and stochastics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Journal of econometrics
3
CORE discussion paper : DP
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Nonparametric dynamic modelling
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-027/III
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ECONIS (ZBW)
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Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
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
Saved in:
3
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
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