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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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CAPM
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Zeitreihenanalyse
Stochastic process
57
Stochastischer Prozess
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Theorie
54
Theory
54
Volatility
14
Volatilität
14
Estimation theory
12
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Gil-Alaña, Luis A.
5
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Hafner, Christian M.
2
Herwartz, Helmut
2
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
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Föllmer, Hans
1
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Li, Haitao
1
Liptser, R.
1
Mercurio, Danilo
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
98
Discussion paper / Tinbergen Institute
52
Econometric reviews
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Working paper
35
Economics letters
30
Journal of economic dynamics & control
30
Quantitative finance
30
Economic modelling
28
International journal of theoretical and applied finance
28
Journal of banking & finance
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
European journal of operational research : EJOR
25
Econometric theory
24
CAMA working paper series
23
Energy economics
23
Applied economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Journal of empirical finance
21
Computational economics
20
Research paper series / Swiss Finance Institute
19
Applied economics letters
18
CREATES research paper
18
International journal of forecasting
18
SFB 649 discussion paper
18
Econometrics : open access journal
17
Finance and stochastics
17
Journal of applied econometrics
17
Journal of financial economics
17
Journal of risk and financial management : JRFM
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NBER working paper series
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Finance research letters
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Annals of finance
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Cowles Foundation discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER Working Paper
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Swiss Finance Institute Research Paper
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The review of financial studies
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Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
3
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
6
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
7
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
8
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
A generalized fractional time series model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
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