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subject:"Volatilität"
type:"book"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"KBI"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
282
Schätztheorie
282
Regression analysis
66
Regressionsanalyse
66
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Time series analysis
49
Zeitreihenanalyse
49
Theorie
40
Theory
40
Statistical test
34
Statistischer Test
34
Robust statistics
24
Robustes Verfahren
24
Estimation
22
Method of moments
21
Momentenmethode
21
Schätzung
21
Bootstrap approach
19
Bootstrap-Verfahren
19
Induktive Statistik
19
Statistical inference
19
Cointegration
15
Kointegration
15
Statistical distribution
15
Statistische Verteilung
15
Autocorrelation
12
Autokorrelation
12
IV-Schätzung
12
Instrumental variables
12
Modellierung
12
Scientific modelling
12
Stochastic process
12
Stochastischer Prozess
12
Correlation
11
Korrelation
11
Bias
10
Heteroscedasticity
10
Heteroskedastizität
10
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10
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6
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7
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7
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7
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7
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English
7
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All
Croux, Christophe
4
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Phillips, Peter C. B.
2
Schettlinger, Karen
2
Barral, Julien
1
Cornelissen, Jonathan
1
Laurent, Sébastien
1
Li, Jia
1
Mandelbrot, Benoît B.
1
Shi, Shuping
1
Xu, Ke-Li
1
Yu, Jun
1
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Cowles Foundation discussion paper
KBI
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
9
Working papers
8
GRIPS discussion papers
7
NBER Working Paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
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6
Cambridge working papers in economics
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
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5
NBER working paper series
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Discussion paper series / LSE Financial Markets Group
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
Research paper series / Swiss Finance Institute
4
Working papers / Rutgers University, Department of Economics
4
Bank of England Working Paper
3
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
EUI working paper / ECO
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Finmap working paper
3
NCER working paper series
3
Statistics Working Papers Series, Vol. , pp. -, 2000
3
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ECONIS (ZBW)
7
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
3
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
4
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
5
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
6
Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
7
Multifractal products of cylindrical pulses
Barral, Julien
;
Mandelbrot, Benoît B.
-
2001
Persistent link: https://www.econbiz.de/10001543172
Saved in:
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