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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Haan, Laurens de"
~person:"Lucas, André"
~subject:"Scientific modelling"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatility
Scientific modelling
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Estimation theory
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Schätztheorie
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Theorie
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Probability theory
2
Wahrscheinlichkeitsrechnung
2
1986-1995
1
Börsenkurs
1
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Bollerslev, Tim
Haan, Laurens de
Lucas, André
Franses, Philip Hans
4
Kleibergen, Frank
4
Daníelsson, Jón
3
Ridder, Geert
3
Sluis, Pieter J. van der
3
Sneek, Kees
3
Cramer, Jan S.
2
Dijk, Dick van
2
Gooijer, Jan G. de
2
Heij, Christiaan
2
Kiviet, J. F.
2
Montfort, Kees van
2
Pereira, T. Themido
2
Resnick, Sidney I.
2
Rietveld, Piet
2
Scherrer, Wolfgang
2
Vries, Casper G. de
2
Bijwaard, Govert
1
Boswijk, Herman Peter
1
Caserta, Silvia
1
Casteren, Pieter H. van
1
Dannenburg, Dennis Ramon
1
Dijk, Herman K. van
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Drees, Holger
1
Hoek, Henk
1
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1
Jacobsen, Ben
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1
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1
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1
Luginbuhl, Rob
1
Mooijaart, Ab
1
Paap, Richard
1
Peng, Liang
1
Phillips, Garry D. A.
1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
5
Report / Econometric Institute, Erasmus University Rotterdam
5
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
4
Discussion papers in statistics and econometrics
2
Econometric reviews
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Working paper
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Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion papers in economics
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Econometric theory
1
Economics letters
1
Handbook of econometrics ; Vol. 4
1
International finance discussion papers
1
International journal of forecasting
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank working paper series
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TRACE discussion papers / Tinbergen Institute
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
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ECONIS (ZBW)
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1
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
2
How to make a Hill plot
Drees, Holger
;
Haan, Laurens de
;
Resnick, Sidney I.
-
1998
Persistent link: https://www.econbiz.de/10000991204
Saved in:
3
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
4
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
5
On asymptotic normality of the hill estimator
Haan, Laurens de
;
Resnick, Sidney I.
-
1996
Persistent link: https://www.econbiz.de/10000941231
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