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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"SFB 649 discussion paper"
~language:"eng"
~subject:"Schätzung"
~subject:"Stochastic process"
~type:"book"
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Schätzung
Stochastic process
Theorie
720
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720
Estimation
239
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201
Volatilität
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175
United States
175
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159
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Härdle, Wolfgang
49
McAleer, Michael
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Chiarella, Carl
25
Chang, Chia-Lin
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Platen, Eckhard
23
Franses, Philip Hans
22
Hautsch, Nikolaus
16
Reiß, Markus
11
He, Xue-zhong
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Nautz, Dieter
9
Nikitopoulos, Christina Sklibosios
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Strohsal, Till
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Asai, Manabu
7
Belomestny, Denis
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Kang, Boda
7
Weber, Enzo
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Bruti-Liberati, Nicola
6
Hafner, Christian M.
6
Okhrin, Ostap
6
Paap, Richard
6
Wang, Weining
6
Bibinger, Markus
5
Burda, Michael C.
5
Dijk, Dick van
5
Dijk, Herman K. van
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Hildebrandt, Lutz
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Horst, Ulrich
5
Mihoci, Andrija
5
Odening, Martin
5
Gapeev, Pavel V.
4
Hanewald, Katja
4
Medeiros, Marcelo C.
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Meyer-Gohde, Alexander
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Netšunajev, Aleksei
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Ravazzolo, Francesco
4
Schlögl, Erik
4
Tansuchat, Roengchai
4
Thorp, Susan
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Werwatz, Axel
4
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SFB 649 discussion paper
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ECONIS (ZBW)
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Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
2
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
3
Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine
;
Franses, Philip Hans
;
Whitby, Bruce
-
2020
Persistent link: https://www.econbiz.de/10012432879
Saved in:
4
Dynamic time window adjustment
Dalmeijer, Kevin
;
Spliet, Remy
;
Wagelmans, Albert P. M.
-
2019
Persistent link: https://www.econbiz.de/10012008567
Saved in:
5
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
6
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
7
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
8
Real GDP growth in Africa, 1963-2016
Franses, Philip Hans
;
Vasilev, Simeon
-
2019
Persistent link: https://www.econbiz.de/10012149754
Saved in:
9
Heterogeneous agent models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
10
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
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