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person:"Corsi, Fulvio"
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Search: subject_exact:"Estimation theory"
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Estimation theory
14
Schätztheorie
14
Correlation
9
Korrelation
9
Market microstructure
6
Marktmikrostruktur
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Time series analysis
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Volatility
5
Volatilität
5
Zeitreihenanalyse
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Bond market
4
Capital income
4
Estimation
4
Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Rentenmarkt
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Schätzung
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Theorie
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Theory
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USA
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United States
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Analysis of variance
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Börsenkurs
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Share price
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Stochastic process
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Stochastischer Prozess
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Varianzanalyse
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1990-2003
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ARCH model
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ARCH-Modell
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Aktienmarkt
2
Bayes-Statistik
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Bayesian inference
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Bias
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Dynamic dependencies
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Multivariate Analyse
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Multivariate analysis
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Graue Literatur
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Working Paper
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English
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Corsi, Fulvio
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Working papers on finance
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ECONIS (ZBW)
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