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person:"Croux, Christophe"
subject:"Volatility"
~person:"Fernández-Villaverde, Jesús"
~person:"Gouriéroux, Christian"
~person:"León-González, Roberto"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
94
Schätztheorie
94
Theorie
30
Theory
30
Time series analysis
25
Zeitreihenanalyse
25
Robust statistics
22
Robustes Verfahren
22
Estimation
17
Volatilität
17
Schätzung
16
Regression analysis
13
Regressionsanalyse
13
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
VAR model
8
VAR-Modell
8
Bayes-Statistik
7
Bayesian inference
7
Multivariate Analyse
7
Multivariate analysis
7
State space model
7
Stochastic process
7
Stochastischer Prozess
7
Zustandsraummodell
7
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Core
5
Correlation
5
Korrelation
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Nonparametric statistics
5
DSGE model
4
DSGE-Modell
4
Forecasting model
4
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Free
14
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2
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Book / Working Paper
22
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Non-commercial literature
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22
Graue Literatur
22
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22
Article in journal
8
Aufsatz in Zeitschrift
8
Amtsdruckschrift
1
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1
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22
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Croux, Christophe
Fernández-Villaverde, Jesús
Gouriéroux, Christian
León-González, Roberto
Linton, Oliver
45
Gao, Jiti
37
Härdle, Wolfgang
34
Chen, Xiaohong
28
Newey, Whitney K.
23
Hoderlein, Stefan
22
Otsu, Taisuke
21
Dette, Holger
20
Cai, Zongwu
19
Horowitz, Joel
18
Lewbel, Arthur
16
Mammen, Enno
14
Chernozhukov, Victor
13
Feng, Yuanhua
13
Reiß, Markus
13
Van Keilegom, Ingrid
13
Breunig, Christoph
12
Florens, Jean-Pierre
12
Neumeyer, Natalie
12
Phillips, Peter C. B.
12
Simar, Léopold
12
Hu, Yingyao
11
Ichimura, Hidehiko
11
Koopman, Siem Jan
11
Lee, Sokbae
11
Fang, Ying
10
Li, Degui
10
Racine, Jeffrey
10
Rothe, Christoph
10
Sibbertsen, Philipp
10
Berg, Gerard J. van den
9
Cattaneo, Matias D.
9
Escanciano, Juan Carlos
9
Gooijer, Jan G. de
9
Kristensen, Dennis
9
Krivobokova, Tatyana
9
Spokojnyj, Vladimir G.
9
Arai, Yoichi
8
Hafner, Christian M.
8
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KBI
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
GRIPS discussion papers
3
Série des documents de travail
2
CAMA working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Documentos de trabajo / Fundación de Estudios de Economía Aplicada
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
22
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1
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
4
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
7
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2014
Persistent link: https://www.econbiz.de/10011661491
Saved in:
8
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
9
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
10
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
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