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~isPartOf:"Working paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Volatilität"
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Working paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
2
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
3
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:
4
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:
5
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:
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