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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~person:"Kouassi, Eugène"
~person:"Silvennoinen, Annastiina"
~subject:"Nichtparametrisches Verfahren"
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Estimation theory
Nichtparametrisches Verfahren
Schätztheorie
7
ARCH model
3
ARCH-Modell
3
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
Volatilität
3
Börsenkurs
2
Correlation
2
Korrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate Analyse
2
Multivariate analysis
2
Share price
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Time series analysis
2
Zeitreihenanalyse
2
Australia
1
Australien
1
Deterministically varying correlation
1
Modellierung
1
Regression analysis
1
Regressionsanalyse
1
Scientific modelling
1
Statistical test
1
Statistischer Test
1
Unconditional correlation
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complete and incomplete panels
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conditions for a single local maximum
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empirical illustration
1
iterative GLS
1
maximum likelihood estimation
1
modelling correlations
1
modelling volatility
1
multiplicative time-varying GARCH
1
multivariate GARCH
1
multivariate autoregressive conditional heteroskedasticity
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Kouassi, Eugène
Silvennoinen, Annastiina
Nielsen, Morten Ørregaard
15
Tsionas, Efthymios G.
13
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Kruse, Robinson
7
Kumbhakar, Subal
7
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Kuosmanen, Timo
5
Ruggiero, John
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Carrizosa, Emilio
4
Hillebrand, Eric
4
Johnson, Andrew L.
4
Kumar, Dilip
4
Lunde, Asger
4
MacKinnon, James G.
4
Månsson, Kristofer
4
Proietti, Tommaso
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Simar, Léopold
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Caporale, Guglielmo Maria
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Heidergott, Bernd
3
Kanaya, Shin
3
Kaufmann, Hendrik
3
Keshvari, Abolfazl
3
Kock, Anders Bredahl
3
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Journal of forecasting
CREATES research paper
Economic modelling
European journal of operational research : EJOR
Econometrics : open access journal
2
CREATES Research Paper 2008-6
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
NCER working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
7
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
5
Estimating and predicting the general random effects model
Kouassi, Eugène
;
Kamdem, Alain Constant
;
Mougoué, Mbodja
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
Saved in:
6
Prediction from the one-way error components model with AR(1) disturbances
Kouassi, Eugène
;
Sango, Joel
;
Brou, J. M. Bosson
; …
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 617-638
Persistent link: https://www.econbiz.de/10009722650
Saved in:
7
Prediction from the regression model with two-way error components
Kouassi, Eugène
;
Sango, Joel
;
Bosson Brou, J. M.
; …
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 541-564
Persistent link: https://www.econbiz.de/10009354704
Saved in:
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