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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Energy economics"
~subject:"Volatility"
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Volatility
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Estimation theory
49
Schätztheorie
49
Theorie
39
Theory
39
Estimation
32
Schätzung
32
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25
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25
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20
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20
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14
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Nichtparametrische Schätzung
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Demirer, Rıza
2
Gupta, Rangan
2
Bos, Martijn
1
Ho, Anson T. Y.
1
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1
Huynh, Kim P.
1
Jacho-Chávez, David Tomás
1
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1
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1
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1
Lloyd-Ellis, Huw
1
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1
Suardi, Sandy
1
Suleman, Tahir
1
Tiwari, Aviral Kumar
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Cowles Foundation discussion paper
Energy economics
Journal of econometrics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
SFB 649 discussion paper
12
Econometric reviews
11
Discussion paper / Tinbergen Institute
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
CREATES research paper
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Economics letters
7
Econometric theory
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Economic modelling
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Department of Economics working paper series
5
Econometrics : open access journal
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of risk and financial management : JRFM
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge working papers in economics
4
Finance research letters
4
Journal of banking & finance
4
Journal of financial econometrics
4
Tinbergen Institute research series
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Working papers / Rutgers University, Department of Economics
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CIE working paper series
3
Cambridge-INET working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ERID working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance and stochastics
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International review of financial analysis
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NBER Working Paper
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ECONIS (ZBW)
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1
Heterogeneous effects of oil price fluctuations : evidence from a
nonparametric
panel data model in Canada
Moghaddam, Mohsen Bakhshi
;
Lloyd-Ellis, Huw
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349894
Saved in:
2
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
3
Using
nonparametric
copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
4
How to effectively stabilize China's commodity price fluctuations?
Lin, Boqiang
;
Xu, Bin
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183307
Saved in:
5
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
6
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
7
A
nonparametric
GARCH model of crude oil price return volatility
Hou, Aijun
;
Suardi, Sandy
- In:
Energy economics
34
(
2012
)
2
,
pp. 618-626
Persistent link: https://www.econbiz.de/10009618668
Saved in:
8
Tilted
nonparametric
estimation of volatility functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
9
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
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