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~subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Search: subject_exact:"Nichtparametrische Statistik"
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Volatility
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
Theorie
55
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Estimation theory
44
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Hounyo, Ulrich
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Härdle, Wolfgang
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Barndorff-Nielsen, Ole E.
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Bollerslev, Tim
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Casas, Isabel
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
40
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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Economic modelling
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Energy economics
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Econometrics : open access journal
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge working papers in economics
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Finance research letters
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Journal of risk and financial management : JRFM
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Tinbergen Institute research series
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Working papers / Rutgers University, Department of Economics
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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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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Is the diurnal pattern sufficient to explain the intraday variation in volatility? : a nonparametric assessment
Christensen, Kimberly
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2017
Persistent link: https://www.econbiz.de/10011721051
Saved in:
2
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
5
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
6
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
7
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
8
A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001531783
Saved in:
9
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
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