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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:"Volatilität"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Estimation theory
122
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86
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86
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17
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9
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9
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Gouriéroux, Christian
4
Bauwens, Luc
3
Jasiak, Joann
3
Comte, Fabienne
2
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2
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2
Hafner, Christian M.
2
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2
Otranto, Edoardo
2
Preminger, Arie
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Cosma, Antonio
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Francq, Christian
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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
104
CREATES research paper
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Cowles Foundation discussion paper
30
SFB 649 discussion paper
28
Working paper series
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper / Center for Economic Research, Tilburg University
23
Working paper
23
Working paper / National Bureau of Economic Research, Inc.
23
Discussion papers of interdisciplinary research project 373
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
EUI working paper / ECO
20
Umeå economic studies
20
CESifo working papers
19
Discussion paper series / IZA
16
Discussion paper / Central Bureau voor de Statistiek
15
Discussion paper / Tinbergen Institute / Tinbergen Institute
15
Discussion papers / Department of Economics, University of Copenhagen
15
Série des documents de travail
15
Technical working paper / National Bureau of Economic Research
15
Discussion paper
14
Queen's Economics Department working paper
14
Working papers
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Report / Econometric Institute, Erasmus University Rotterdam
13
Cambridge working papers in economics
12
Discussion papers in economics
12
KBI
12
Working papers / Rutgers University, Department of Economics
12
CORE discussion paper : DP
10
Finance and economics discussion series
10
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
10
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ECONIS (ZBW)
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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
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010385162
Saved in:
6
Nonparametric Beta kernel estimator for long memory time series
Bouezmarni, Taoufik
;
Van Bellegem, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10008934759
Saved in:
7
A nonparametric ACD model
Cosma, Antonio
(
contributor
);
Galli, Fausto
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375845
Saved in:
8
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
9
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
10
Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
Henry, Mark S.
-
1997
Persistent link: https://www.econbiz.de/10000980264
Saved in:
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