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person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~person:"Croux, Christophe"
~subject:"Multivariate analysis"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Multivariate analysis
Nichtparametrisches Verfahren
Estimation theory
40
Schätztheorie
40
Robust statistics
16
Robustes Verfahren
16
Regression analysis
11
Regressionsanalyse
11
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
USA
9
United States
9
Correlation
8
Estimation
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Korrelation
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ARCH model
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ARCH-Modell
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Volatility
7
Volatilität
7
Multivariate Analyse
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Aktienmarkt
4
Nonparametric statistics
4
Stock market
4
Bond market
3
Dynamic programming
3
Dynamische Optimierung
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Market microstructure
3
Marktmikrostruktur
3
Rentenmarkt
3
Sparse estimation
3
Theorie
3
Theory
3
VAR model
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Audrino, Francesco
Croux, Christophe
Gao, Jiti
39
Linton, Oliver
39
Härdle, Wolfgang
38
Chen, Xiaohong
28
Newey, Whitney K.
23
Hoderlein, Stefan
21
Dette, Holger
20
Horowitz, Joel
19
Cai, Zongwu
18
Chernozhukov, Victor
15
Lewbel, Arthur
15
Mammen, Enno
14
Simar, Léopold
14
Van Keilegom, Ingrid
14
Feng, Yuanhua
13
Lee, Sokbae
13
Neumeyer, Natalie
13
Florens, Jean-Pierre
12
Hallin, Marc
12
Hu, Yingyao
12
Breunig, Christoph
11
Ichimura, Hidehiko
11
Scaillet, Olivier
11
Fang, Ying
10
Phillips, Peter C. B.
10
Racine, Jeffrey
10
Berg, Gerard J. van den
9
Bouezmarni, Taoufik
9
Gooijer, Jan G. de
9
Otsu, Taisuke
9
Reiß, Markus
9
Rothe, Christoph
9
Vella, Francis
9
Cattaneo, Matias D.
8
Escanciano, Juan Carlos
8
Fernández-Val, Iván
8
Kim, Woocheol
8
Klein, Roger W.
8
Kristensen, Dennis
8
Krivobokova, Tatyana
8
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KBI
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
2
Discussion paper / Center for Economic Research, Tilburg University
1
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ECONIS (ZBW)
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1
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
3
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
4
S-estimation for penalized regression splines
Tharmaratnam, K.
;
Claeskens, G.
;
Croux, Christophe
; …
-
2008
Persistent link: https://www.econbiz.de/10003977689
Saved in:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
6
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
7
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
8
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
9
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
10
On the optimality of multivariate S-estimators
Croux, Christophe
;
Dehon, C.
;
Yadine, A.
-
2010
Persistent link: https://www.econbiz.de/10003985646
Saved in:
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