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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:"Schätzung"
~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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86
Time series analysis
17
Zeitreihenanalyse
17
ARCH model
9
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Hafner, Christian M.
3
Bauwens, Luc
2
Gouriéroux, Christian
2
Jasiak, Joann
2
Preminger, Arie
2
Abowd, John M.
1
Babsiri, Mohamed el
1
Bolduc, Denis
1
Cosma, Antonio
1
Galli, Fausto
1
Ghysels, Eric
1
Linton, Oliver
1
Otranto, Edoardo
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 series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Discussion paper / Tinbergen Institute
48
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Working paper
34
CESifo working papers
32
CREATES research paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Discussion paper
25
Discussion papers / CEPR
22
SFB 649 discussion paper
22
Discussion paper / Centre for Economic Policy Research
19
Working papers series in theoretical and applied economics
19
Discussion papers of interdisciplinary research project 373
17
KBI
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Cambridge working papers in economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Working papers
13
Finance and economics discussion series
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Boston College working papers in economics
11
Cowles Foundation discussion paper
11
Queen's Economics Department working paper
10
Working papers / TSE : WP
10
Discussion paper / Center for Economic Research, Tilburg University
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
9
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9
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8
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8
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8
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8
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8
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7
Discussion papers in economics
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
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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
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011894446
Saved in:
5
A nonparametric ACD model
Cosma, Antonio
(
contributor
);
Galli, Fausto
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375845
Saved in:
6
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
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
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