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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~subject:"Varianzanalyse"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Varianzanalyse
Volatilität
Zeitreihenanalyse
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
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Maximum likelihood estimation
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Causality analysis
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Kausalanalyse
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Multivariate Analyse
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Multivariate analysis
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Theorie
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Theory
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Dynamic conditional correlations
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Estimation
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Hadamard exponential matrix
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IV-Schätzung
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Mathematical programming
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Bauwens, Luc
3
Hafner, Christian M.
2
Otranto, Edoardo
2
Preminger, Arie
2
Bauwensa, Luc
1
Bouezmarni, Taoufik
1
Braione, Manuela
1
Cosma, Antonio
1
Galli, Fausto
1
Storti, Giuseppe
1
Van Bellegem, Sébastien
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
94
CREATES research paper
67
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
SFB 649 discussion paper
30
Cowles Foundation discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Working paper series
24
Working paper
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Umeå economic studies
20
Working paper / National Bureau of Economic Research, Inc.
20
Discussion paper / Center for Economic Research, Tilburg University
19
Discussion papers of interdisciplinary research project 373
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Discussion papers / Department of Economics, University of Copenhagen
16
CESifo working papers
15
EUI working paper / ECO
15
Discussion paper
14
Série des documents de travail
14
Working papers
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Discussion papers in economics
12
Report / Econometric Institute, Erasmus University Rotterdam
12
Working papers / Rutgers University, Department of Economics
12
Cambridge working papers in economics
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
KBI
11
CORE discussion paper : DP
10
Technical working paper / National Bureau of Economic Research
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers series in theoretical and applied economics
9
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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
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:
7
Nonparametric Beta kernel estimator for long memory time series
Bouezmarni, Taoufik
;
Van Bellegem, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10008934759
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
A nonparametric ACD model
Cosma, Antonio
(
contributor
);
Galli, Fausto
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375845
Saved in:
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