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person:"Croux, Christophe"
subject:"Volatility"
~person:"Hurvich, Clifford M."
~person:"Kumar, Dilip"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Sparse estimation"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Prognoseverfahren
Sparse estimation
Estimation theory
104
Schätztheorie
104
Robust statistics
37
Robustes Verfahren
37
Time series analysis
34
Zeitreihenanalyse
34
Volatilität
31
Regression analysis
29
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29
Forecasting model
19
Estimation
17
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17
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13
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theory
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English
44
Author
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Croux, Christophe
Hurvich, Clifford M.
Kumar, Dilip
Swanson, Norman R.
41
Diebold, Francis X.
30
Koopman, Siem Jan
29
Corradi, Valentina
23
Marcellino, Massimiliano
22
Teräsvirta, Timo
21
Brandt, Michael W.
20
Linton, Oliver
19
Todorov, Viktor
19
Kapetanios, George
18
Li, Jia
18
Koop, Gary
17
Li, Yingying
17
Cai, Zongwu
16
Clark, Todd E.
16
Maheswaran, S.
16
McCracken, Michael W.
16
Phillips, Peter C. B.
16
Pesaran, M. Hashem
15
Tauchen, George Eugene
15
Xu, Ke-Li
15
Andersen, Torben
14
Gao, Jiti
14
Hafner, Christian M.
14
Huber, Florian
14
Ghysels, Eric
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Rossi, Barbara
13
Kim, Donggyu
12
Chevillon, Guillaume
11
Hendry, David F.
11
Lucas, André
11
Mancino, Maria Elvira
11
West, Kenneth D.
11
Athanasopoulos, George
10
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10
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KBI
10
Economic modelling
4
IIMB management review
2
International review of economics & finance : IREF
2
Statistics Working Papers Series, Vol. , pp. -, 2000
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
1
Discussion paper / Tinbergen Institute
1
International journal of forecasting
1
International review of financial analysis
1
Journal of econometrics
1
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1
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1
Journal of quantitative economics
1
Journal of retailing
1
Macroeconomics and finance in emerging market economies
1
NYU Working Paper
1
New York University, Stern School of Business, CeDER, Universite Paris X, Vol. , pp. -, 2009
1
Statistics Working Papers Series, Vol. , pp. -, 1998
1
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1
Statistics Working Papers Series, Vol. , pp. -, 2002
1
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1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
44
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
3
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
4
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
5
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
6
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
7
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
8
Sparse cointegration
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485685
Saved in:
9
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
10
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
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