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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"La Vecchia, Davide"
~person:"Park, Joon Y."
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Volatility
Yield curve
Estimation
6
Schätzung
6
Estimation theory
4
Schätztheorie
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Volatilität
3
Zeitreihenanalyse
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Prognoseverfahren
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ARCH-Modell
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Asymptotics
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Capital income
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Cauchy estimator
1
Conditional heteroskedasticity
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Diffusive and jump volatility
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Discretely observed Lévy processes
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EU countries
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EU-Staaten
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Electric power industry
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Elektrizitätswirtschaft
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Endogeneity
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European Monetary System
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Europäisches Währungssystem
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Forecasting
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Heteroscedasticity
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Heteroskedastizität
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Jump diffusion
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Kapitaleinkommen
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La Vecchia, Davide
Park, Joon Y.
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Halberstadt, Arne
4
Winkelmann, Lars
4
Fan, Jianqing
3
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bönke, Timm
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Haque, Qazi
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Magnusson, Leandro M.
2
Metiu, Norbert
2
Paolella, Marc S.
2
Polak, Pawel
2
Prieto, Esteban
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Discussion paper
Journal of econometrics
Quantitative economics : QE ; journal of the Econometric Society
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Econometric theory
1
Economics letters
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Journal of financial economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
2
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
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