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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
type:"book"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Bertail, Patrice"
~person:"Delecroix, Michel"
~person:"Engle, Robert F."
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Search: subject_exact:"Estimation theory"
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Estimation theory
15
Schätztheorie
15
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7
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7
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7
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7
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2
ARCH-Modell
2
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Bertail, Patrice
Delecroix, Michel
Engle, Robert F.
White, Halbert
21
Gouriéroux, Christian
13
Robert, Christian P.
12
Granger, C. W. J.
11
Guégan, Dominique
7
Zakoïan, Jean-Michel
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Monfort, Alain
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Jasiak, Joann
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Robin, Jean-Marc
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Billio, Monica
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Broze, Laurence
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Darolles, Serge
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Hardouin, C.
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Hong, Yongmiao
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Department of Economics, University of California San Diego
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Discussion papers of interdisciplinary research project 373
3
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Advanced texts in econometrics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
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1
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1
NYU Stern School of Business
1
Technical working paper / National Bureau of Economic Research
1
University of Zurich, Department of Economics, Working Paper
1
Working paper series economics and econometrics
1
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
15
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1
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
2
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001464105
Saved in:
3
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
4
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
5
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
6
Determinating Lyapunov exponents in deterministic dynamical systems
Delecroix, Michel
;
Guégan, Dominique
;
Léorat, Guillaume
-
1996
Persistent link: https://www.econbiz.de/10000939466
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000939559
Saved in:
8
Undersampling continuous random fields and a Bernstein inequality
Bertail, Patrice
;
Politis, Dimitris N.
;
Rhomari, N.
-
1996
Persistent link: https://www.econbiz.de/10000945838
Saved in:
9
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
10
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000904213
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