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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~accessRights:"free"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Analysis of variance"
~subject:"Sampling"
~subject:"Stochastic process"
~subject:"Volatilität"
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Analysis of variance
Sampling
Stochastic process
Volatilität
Estimation theory
39
Schätztheorie
39
ARCH model
9
ARCH-Modell
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Correlation
7
Korrelation
7
Linear algebra
5
Lineare Algebra
5
Time series analysis
5
Zeitreihenanalyse
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Regression analysis
4
Regressionsanalyse
4
Volatility
4
Causality analysis
3
Kausalanalyse
3
Multivariate Analyse
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Multivariate analysis
3
Theorie
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Theory
3
Varianzanalyse
3
Dynamic conditional correlations
2
Estimation
2
Hadamard exponential matrix
2
IV-Schätzung
2
Instrumental variables
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Mathematical programming
2
Mathematische Optimierung
2
Modellierung
2
Schätzung
2
Scientific modelling
2
Statistical error
2
Statistischer Fehler
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Graue Literatur
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Bauwens, Luc
4
Hafner, Christian M.
2
Otranto, Edoardo
2
Preminger, Arie
2
Bauwensa, Luc
1
Braione, Manuela
1
Galli, Fausto
1
Storti, Giuseppe
1
Xu, Yongdeng
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CORE discussion papers : DP
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute
41
CREATES research paper
31
SFB 649 discussion paper
16
Discussion papers of interdisciplinary research project 373
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Discussion paper / Central Bureau voor de Statistiek
13
Discussion paper series / IZA
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Working papers
11
Cowles Foundation discussion paper
10
Working papers / TSE : WP
10
Working paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Cambridge working papers in economics
7
CESifo working papers
6
Discussion paper
6
Documento de trabajo
6
KBI
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Série des documents de travail
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Working paper series
6
GRIPS discussion papers
5
IES working paper
5
Research paper series / Swiss Finance Institute
5
CEMFI working paper
4
Cambridge-INET working papers
4
Discussion paper / Center for Economic Research, Tilburg University
4
ERID working paper
4
Finance and economics discussion series
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Working papers / Federal Reserve Bank of Atlanta
4
CAMA working paper series
3
Discussion paper series
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
Massachusetts Institute of Technology Department of Economics working paper series : working paper
3
NCER working paper series
3
Research papers in economics
3
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
3
Staff working paper / Bank of Canada
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ECONIS (ZBW)
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
5
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
6
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
7
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
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