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~isPartOf:"CREATES research paper"
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Correlation
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Estimation
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Estimation theory
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Financial crisis
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Finanzkrise
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Korrelation
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Casas, Isabel
Kristensen, Dennis
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Cattaneo, Matias D.
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Jansson, Michael
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Kanaya, Shin
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Crump, Richard K.
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Barndorff-Nielsen, Ole E.
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Podolskij, Mark
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CREATES research paper
Journal of econometrics
2
Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometric reviews
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Journal of banking & finance
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Journal of financial econometrics
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Modelling asset correlations during the recent financial crisis : a semiparametric approach
Aslanidis, Nektarios
;
Casas, Isabel
-
2010
Persistent link: https://www.econbiz.de/10008688578
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2
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
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