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person:"Akkerboom, Hans"
subject:"Statistische Methodenlehre"
~person:"Bauwens, Luc"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~type:"book"
~type_genre:"Graue Literatur"
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Statistische Methodenlehre
ARCH-Modell
Schätzung
Estimation theory
17
Schätztheorie
17
Theorie
8
Theory
8
Time series analysis
7
Zeitreihenanalyse
7
Correlation
5
Korrelation
5
ARCH model
3
Analysis of variance
3
Hadamard exponential matrix
3
Linear algebra
3
Lineare Algebra
3
Statistical theory
3
Varianzanalyse
3
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Forecasting
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
dynamic covariances and correlations
2
realized covariances
2
Bayesian estimation
1
Belgien
1
Belgium
1
Duration analysis
1
Dynamic conditional correlations
1
Estimation
1
Forecasting model
1
Lag model
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Graue Literatur
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Working Paper
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English
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Akkerboom, Hans
Bauwens, Luc
Linton, Oliver
28
Gao, Jiti
27
Kapetanios, George
18
Marcellino, Massimiliano
18
Pesaran, M. Hashem
18
Cai, Zongwu
17
Härdle, Wolfgang
14
Hafner, Christian M.
12
Lütkepohl, Helmut
12
Zakoïan, Jean-Michel
12
Hoderlein, Stefan
11
Angrist, Joshua D.
10
Hsu, Yu-Chin
10
Koop, Gary
10
Koopman, Siem Jan
10
Audrino, Francesco
9
Berg, Gerard J. van den
9
Francq, Christian
9
Huber, Florian
9
Kitagawa, Toru
9
Lechner, Michael
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Teräsvirta, Timo
9
Weidner, Martin
9
Card, David E.
8
Fang, Ying
8
Giraitis, Liudas
8
Lee, David S.
8
Pei, Zhuan
8
Brännäs, Kurt
7
Engle, Robert F.
7
Kilian, Lutz
7
Robert, Christian P.
7
Schmid, Timo
7
Schorfheide, Frank
7
Sheppard, Kevin
7
Weber, Andrea
7
Bailey, Natalia
6
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CORE discussion paper : DP
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CORE discussion papers : DP
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ECONIS (ZBW)
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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
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
4
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
5
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
6
Bayesian inference on GARCH models using the Gips sampler
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10000948275
Saved in:
7
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold
;
Bauwens, Luc
;
Dijk, Herman K. van
-
1987
Persistent link: https://www.econbiz.de/10000747362
Saved in:
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