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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Hallin, Marc"
~subject:"Schätzung"
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Schätzung
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Nichtparametrisches Verfahren
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Hallin, Marc
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
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Francq, Christian
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Zakoïan, Jean-Michel
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2
Bibinger, Markus
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Creal, Drew
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Ergemen, Yunus Emre
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
ECARES working paper
2
Economics working paper series
1
Journal of financial econometrics
1
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
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