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Volatility
Nichtparametrisches Verfahren
263
Schätztheorie
261
Estimation theory
258
Nonparametric statistics
255
Theorie
240
Theory
232
Regressionsanalyse
108
Regression analysis
107
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91
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90
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87
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86
Stochastischer Prozess
52
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51
Statistischer Test
50
Stochastic process
49
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47
Statistical test
47
Volatilität
45
ARCH model
41
ARCH-Modell
41
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40
Panel study
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Statistische Verteilung
39
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38
Prognoseverfahren
38
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37
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33
Momentenmethode
32
nonparametric regression
30
Capital income
29
Kapitaleinkommen
29
Börsenkurs
27
Share price
27
kernel estimation
23
Core
22
Großbritannien
22
Nonparametric estimation
22
United Kingdom
22
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30
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4
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English
45
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Linton, Oliver
45
Kim, Woocheol
7
Wu, Jianbin
6
Ghosh, Anisha
4
Koo, Bonsoo
4
Li, Z. Merrick
4
Mahmoodzadeh, Soheil
4
Sabbatini, Michael
3
Vogt, Michael
3
Hafner, Christian M.
2
Hong, Seok Young
2
Kalnina, Ilze
2
Linton, Oliver B.
2
Park, Sujin
2
Boneva, Lena
1
Bu, Ruijun
1
Chen, Jia
1
Connor, Gregory
1
Jeffrey, Andrew
1
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1
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1
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7
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6
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5
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5
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3
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2
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ECONIS (ZBW)
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A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
Saved in:
2
A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001531783
Saved in:
3
A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2003
Persistent link: https://www.econbiz.de/10001767194
Saved in:
4
The live method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
Saved in:
5
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
6
A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver
;
Sabbatini, Michael
-
2004
Persistent link: https://www.econbiz.de/10002815616
Saved in:
7
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
8
Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze
(
contributor
);
Linton, Oliver
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375854
Saved in:
9
Consistent estimation of the risk-return tradeoff in the presence of measurement error
Ghosh, Anisha
(
contributor
);
Linton, Oliver
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003616363
Saved in:
10
A local instrumental variable estimation method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815384
Saved in:
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