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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:"Sampling"
~subject:"Stochastic process"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Estimation theory
122
Schätztheorie
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86
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Time series analysis
17
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9
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Nonparametric statistics
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Bauwens, Luc
3
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Preminger, Arie
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1
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Galli, Fausto
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1
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1
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1
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1
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1
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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
51
CREATES research paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Discussion papers of interdisciplinary research project 373
14
SFB 649 discussion paper
14
Cowles Foundation discussion paper
13
Discussion paper / Central Bureau voor de Statistiek
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Working paper
13
Discussion paper series / IZA
12
Working paper / National Bureau of Economic Research, Inc.
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Working papers / TSE : WP
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
9
Discussion paper / Center for Economic Research, Tilburg University
8
CESifo working papers
7
Finance and economics discussion series
7
Technical working paper / National Bureau of Economic Research
7
Cambridge working papers in economics
6
Discussion paper
6
Documento de trabajo
6
KBI
6
Série des documents de travail
6
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5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
EUI working paper / ECO
5
GRIPS discussion papers
5
IES working paper
5
Research paper series / Swiss Finance Institute
5
Working papers / Rutgers University, Department of Economics
5
CEMFI working paper
4
ERID working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Working papers / Federal Reserve Bank of Atlanta
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ECONIS (ZBW)
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1
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:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
4
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:
5
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
6
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
8
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
9
Undersampling continuous random fields and a Bernstein inequality
Bertail, Patrice
;
Politis, Dimitris N.
;
Rhomari, N.
-
1996
Persistent link: https://www.econbiz.de/10000945838
Saved in:
10
A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000908853
Saved in:
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