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Functional data analysis for v...
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ECONIS (ZBW)
RePEc
46
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16
Other ZBW resources
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Functional data analysis for volatility
Müller, Hans-Georg
;
Sen, Rituparna
;
Stadtmüller, Ulrich
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 233-245
Persistent link: https://www.econbiz.de/10009409637
Saved in:
2
Functional variance processes
Müller, Hans-Georg
;
Stadtmüller, Ulrich
;
Yao, Fang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1007-1018
Persistent link: https://www.econbiz.de/10003375789
Saved in:
3
Jumps and microstructure noise in stock price volatility
Sen, Rituparna
- In:
Stock market volatility
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003830417
Saved in:
4
Modeling jumps and volatility of the Indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10011639870
Saved in:
5
Stylized facts of the Indian stock market
Sen, Rituparna
;
Subramaniam, Manavathi
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
Saved in:
6
Testing extreme dependence in financial time series
Chaudhuri, Kausik
;
Sen, Rituparna
;
Tan, Zheng
- In:
Economic modelling
73
(
2018
),
pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
Saved in:
7
Modeling jumps and volatility of the indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012418200
Saved in:
8
Bayesian testing of granger causality in functional time series
Sen, Rituparna
;
Majumdar, Anandamayee
;
Sikaria, Shubhangi
- In:
Journal of quantitative economics
20
(
2022
),
pp. 191-210
Persistent link: https://www.econbiz.de/10013441624
Saved in:
9
Nonparametric estimation of tail dependence
Schmidt, Rafael
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943616
Saved in:
10
On density estimation by means of Poissonʹs distribution
Gawronski, Wolfgang
;
Stadtmüller, Ulrich
- In:
Scandinavian journal of statistics : SJS ; theory and …
7
(
1980
)
2
,
pp. 90-94
Persistent link: https://www.econbiz.de/10002425682
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