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subject:"Volatilität"
subject:"Yield curve"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Volatilität
Yield curve
Volatility
Estimation theory
85
Schätztheorie
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Theorie
83
Theory
83
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
19
Regressionsanalyse
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Time series analysis
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Estimation
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Härdle, Wolfgang
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Spokojnyj, Vladimir G.
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Dankenbring, Henning
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Grammig, Joachim
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Herwartz, Helmut
1
Jaschke, Stefan R.
1
Mercurio, Danilo
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Discussion paper / Tinbergen Institute
29
Economics letters
27
Journal of empirical finance
26
Econometric reviews
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Economic modelling
18
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
17
International journal of theoretical and applied finance
17
Quantitative finance
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CREATES research paper
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Journal of financial econometrics
16
Econometric theory
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
14
The econometrics journal
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Journal of forecasting
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Econometrics : open access journal
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Finance and stochastics
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of mathematical finance
9
NBER Working Paper
9
Applied economics
8
International journal of economics and financial issues : IJEFI
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Journal of financial economics
8
Working papers
8
Applied economics letters
7
Asia-Pacific financial markets
7
Computational economics
7
GRIPS discussion papers
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International journal of financial engineering
7
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7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper / National Bureau of Economic Research, Inc.
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
4
Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R.
-
1999
Persistent link: https://www.econbiz.de/10001377676
Saved in:
5
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
6
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
7
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
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