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Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models

Barndorff-Nielsen, Ole E. (contributor); … - 2000 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001533130

Untersuchung einer Klasse robuster nichtparametrischer Regressionsschätzer und Entwicklung von Varianzschätzverfahren

Werthenbach, Claudia - 1999

Persistent link: https://www.econbiz.de/10001452086

Variance estimation for high-dimensional regression models

Spokojnyj, Vladimir G. - 1999

Persistent link: https://www.econbiz.de/10001424872

Microstructure des marchés financiers : institutions, modèles et tests empiriques

Biais, Bruno; Foucault, Thierry; Hillion, Pierre Henri - 1997

Persistent link: https://www.econbiz.de/10001365535

Returns to education and wage equations

Pereira, Pedro Telhado; Martins, Pedro S. - 2001

We show why considering a number of education-dependent covariates in the wage equation decreases coefficient of education in the wage equation. We use a meta-analysis of results for Portugal to show, empirically, that this is the case. The coefficient decreases when we use covariates that can...

Persistent link: https://www.econbiz.de/10001597568