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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Analysis of variance"
~subject:"Stochastic process"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Analysis of variance
Stochastic process
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Estimation theory
122
Schätztheorie
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Theorie
86
Theory
86
Time series analysis
17
Zeitreihenanalyse
17
ARCH model
9
ARCH-Modell
9
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Nonparametric statistics
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Correlation
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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
Ghysels, Eric
1
Gouriéroux, Christian
1
Guerre, Emmanuel
1
Jasiak, Joann
1
Maes, J.
1
Pastorello, Sergio
1
Renault, Eric
1
Storti, Giuseppe
1
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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
38
CREATES research paper
29
SFB 649 discussion paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Discussion papers of interdisciplinary research project 373
12
Working paper
11
Cowles Foundation discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working papers
9
Working paper / National Bureau of Economic Research, Inc.
8
Documento de trabajo
6
Cambridge working papers in economics
5
Discussion paper
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
GRIPS discussion papers
5
KBI
5
Série des documents de travail
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers / Rutgers University, Department of Economics
5
Working papers / TSE : WP
5
CEMFI working paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge-INET working papers
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Discussion papers / CEPR
4
ERID working paper
4
Finance and economics discussion series
4
IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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4
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4
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3
CEA_372Cass working paper series
3
Discussion paper / Center for Economic Research, Tilburg University
3
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3
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3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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1
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:
8
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
10
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
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