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~person:"Dette, Holger"
~person:"White, Halbert"
~subject:"Volatility"
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Volatility
Statistical test
54
Statistischer Test
54
Theorie
31
Theory
31
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Estimation theory
19
Regression analysis
19
Regressionsanalyse
19
Schätztheorie
19
Time series analysis
11
Zeitreihenanalyse
11
Causality analysis
8
Kausalanalyse
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Modellierung
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Scientific modelling
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Bootstrap-Verfahren
4
Conditional exogeneity
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Forecasting model
4
Prognoseverfahren
4
Specification test
4
Statistical distribution
4
Statistische Verteilung
4
Volatilität
4
Estimation
3
Schätzung
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Statistical theory
3
Statistische Methodenlehre
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Control variables
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Endogenous variables
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Experiment
2
Financial market
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Finanzmarkt
2
L2-distance
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Markov chain
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Markov-Kette
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Monotonicity
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Nonparametrics
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Dette, Holger
White, Halbert
Li, Jia
5
Podolskij, Mark
5
Fatás, Antonio
4
Jacod, Jean
4
McAleer, Michael
4
Mihov, Ilian
4
Segnon, Mawuli
4
Teräsvirta, Timo
4
Andersen, Torben
3
Annaert, Jan
3
Dovonon, Prosper
3
Dufour, Jean-Marie
3
Fiorentini, Gabriele
3
Gonçalves, Sílvia
3
Gupta, Rangan
3
Hounyo, Ulrich
3
Hwang, Eunju
3
Kobayashi, Masahito
3
Meddahi, Nour
3
Sentana, Enrique
3
Shi, Shuping
3
Shin, Dong-wan
3
Silvennoinen, Annastiina
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Tauchen, George Eugene
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Todorov, Viktor
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Urga, Giovanni
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Valckx, Nico
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Winkelmann, Lars
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Xu, Ke-li
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Yao, Wenying
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2
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2
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2
Camponovo, Lorenzo
2
Cavaliere, Giuseppe
2
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Coudin, Elise
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Journal of econometrics
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ECONIS (ZBW)
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Testing the parametric form of the volatility in continuous time diffusion models : an empirical process approach
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003354240
Saved in:
2
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
Saved in:
3
On a test for constant volatility in continuous time financial models
Dette, Holger
;
Lieres und Wilkau, Carsten von
-
2001
Persistent link: https://www.econbiz.de/10009779498
Saved in:
4
Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
Saved in:
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