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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Simar, Léopold"
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Stochastischer Prozess
Volatility
Estimation theory
70
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Simar, Léopold
Koopman, Siem Jan
23
Phillips, Peter C. B.
23
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
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Tauchen, George Eugene
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Teräsvirta, Timo
15
Maheswaran, S.
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Diebold, Francis X.
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Hafner, Christian M.
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Kim, Donggyu
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McAleer, Michael
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Sentana, Enrique
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Ghysels, Eric
11
Härdle, Wolfgang
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Lucas, André
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Mancino, Maria Elvira
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Reiß, Markus
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Spokojnyj, Vladimir G.
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Swanson, Norman R.
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Andersen, Torben
10
Silvennoinen, Annastiina
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9
Fan, Jianqing
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Linton, Oliver
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Takahashi, Akihiko
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Inference in the nonparametric stochastic frontier model
Parameter, Christopher F.
;
Simar, Léopold
;
Van …
-
2021
Persistent link: https://www.econbiz.de/10013257928
Saved in:
2
Stochastic FDH/DEA estimators for frontier analysis
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of productivity analysis
36
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009271735
Saved in:
3
Inferences from cross-sectional, stochastic frontier models
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
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