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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Economics discussion papers"
~isPartOf:"KBI"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatilität
Prognoseverfahren
USA
Estimation theory
110
Schätztheorie
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26
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26
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21
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21
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19
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Croux, Christophe
8
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3
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3
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3
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2
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2
Schettlinger, Karen
2
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1
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1
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1
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1
Fried, Roland
1
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1
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Discussion paper / Tinbergen Institute
47
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40
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32
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25
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20
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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15
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15
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10
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10
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9
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9
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8
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8
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8
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7
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7
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7
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5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers of interdisciplinary research project 373
5
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ECONIS (ZBW)
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
3
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
-
2013
Persistent link: https://www.econbiz.de/10009747341
Saved in:
4
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
5
S-estimation and a robust conditional Akaike information criterion for linear mixed models
Tharmaratnam, Kukatharmini
;
Claeskens, Gerda
-
2011
Persistent link: https://www.econbiz.de/10009377334
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
(
contributor
);
Fried, Roland
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003623718
Saved in:
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