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subject:"Volatilität"
~person:"Dufour, Jean-Marie"
~subject:"Risikomaß"
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Search: subject_exact:"Monte-Carlo-Verfahren"
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Volatilität
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Monte Carlo simulation
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Dufour, Jean-Marie
Koopman, Siem Jan
20
McAleer, Michael
16
Asai, Manabu
13
Gerlach, Richard
10
Forbes, Catherine Scipione
9
Martin, Gael M.
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Maneesoonthorn, Worapree
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Scaillet, Olivier
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Omori, Yasuhiro
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Chen, Cathy W. S.
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Chiarella, Carl
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Scharth, Marcel
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Bannouh, Karim
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Bos, Charles S.
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Hoogerheide, Lennart
5
Kang, Boda
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León-González, Roberto
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Nakajima, Jouchi
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Oosterlee, Cornelis W.
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Rodrigues, Paulo Jorge Maurício
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Seeger, Norman
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Wang, Chao
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Borowska, Agnieszka
4
Chang, Chia-Lin
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Dijk, Herman K. van
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Grzelak, Lech A.
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Ignatieva, Ekaterina
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Jensen, Mark J.
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Korobilis, Dimitris
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Lucas, André
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Martens, Martin
4
Rodriguez, Gabriel
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Schröder, Maximilian
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Wied, Dominik
4
Witzany, Jiří
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Yamauchi, Yuta
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Abanto-Valle, Carlos A.
3
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Journal of econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
3
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
4
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
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