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person:"Croux, Christophe"
subject:"Volatility"
~person:"Fernández-Villaverde, Jesús"
~person:"Gouriéroux, Christian"
~person:"León-González, Roberto"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
94
Schätztheorie
94
Theorie
30
Theory
30
Zeitreihenanalyse
25
Robust statistics
22
Robustes Verfahren
22
Estimation
17
Volatilität
17
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16
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13
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13
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8
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8
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8
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8
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7
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
5
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5
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5
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4
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4
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33
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Croux, Christophe
Fernández-Villaverde, Jesús
Gouriéroux, Christian
León-González, Roberto
Gao, Jiti
36
Koopman, Siem Jan
31
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Sibbertsen, Philipp
19
Franses, Philip Hans
18
Härdle, Wolfgang
16
Lucas, André
16
Kapetanios, George
15
Linton, Oliver
15
Swanson, Norman R.
15
Peng, Bin
14
Brännäs, Kurt
12
Koop, Gary
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Hyndman, Rob J.
11
Li, Degui
11
Blasques, Francisco
10
Gómez, Víctor
10
Ooms, Marius
10
Pesaran, M. Hashem
10
Bauwens, Luc
9
Beran, Jan
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Martin, Gael M.
9
Monfort, Alain
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Corradi, Valentina
8
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KBI
9
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7
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ECONIS (ZBW)
33
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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
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
9
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
10
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
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