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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Johansen, Søren"
~person:"Krämer, Walter"
~subject:"Statistical test"
~subject:"Statistischer Test"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Statistical test
Statistischer Test
VAR model
Zeitreihenanalyse
Estimation theory
4
Schätztheorie
4
ARCH model
2
ARCH-Modell
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
structural change
2
GARCH
1
GARCH-Prozess
1
Hidden-Markov-Modell
1
Markov chain
1
Markov-Kette
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Sampling
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Structural break
1
Structural change
1
Strukturbruch
1
Strukturwandel
1
Wahrscheinlichkeitsrechnung
1
high-dimensional asymptotics
1
joint extremes
1
long memory
1
minimum distance estimates
1
optimal portfolio
1
parameter uncertainty
1
sampling distribution
1
stochastic representation
1
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Sammlung
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2
Working Paper
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English
2
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Johansen, Søren
Krämer, Walter
Pesaran, M. Hashem
9
Chudik, Alexander
3
Kilian, Lutz
3
Bailey, Natalia
2
Birke, Melanie
2
Hecq, Alain W. J.
2
Inoue, Atsushi
2
Kapetanios, George
2
Palm, Franz C.
2
Sharifvaghefi, Mahrad
2
Timmermann, Allan
2
Urbain, Jean-Pierre
2
Binder, Michael
1
Bissantz, Nicolai
1
Bjerkander, Lena S.
1
Christou, Konstantinos
1
Dovern, Jonas
1
Dürre, Alexander
1
Flaig, Gebhard
1
Fried, Roland
1
Frondel, Manuel
1
Ghanem, Dalia
1
Guerrón-Quintana, Pablo A.
1
Hsiao, Cheng
1
Juessen, Falko
1
Kiviet, J. F.
1
Lahiri, Kajal
1
Liboschik, Tobias
1
Linnemann, Ludger
1
Lütkepohl, Helmut
1
Manner, Hans
1
Melenberg, Bertrand
1
Miniaci, Raffaele
1
Neumeyer, Natalie
1
Panteghini, Paolo
1
Pleus, Milan
1
Poldermans, Rutger
1
Polito, Vito
1
Ravn, Morten O.
1
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CESifo working papers
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
CEMFI working paper
9
CREATES research paper
8
Discussion papers / Department of Economics, University of Copenhagen
8
Report / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Queen's Economics Department working paper
3
DISIA working paper
2
EUI working paper / ECO
2
Econometric Institute research papers
2
Working papers
2
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / CEPR
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Economics discussion papers
1
Oxford Financial Research Centre economics series
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
1
Working paper
1
Working papers in economics and econometrics
1
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ECONIS (ZBW)
2
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1
On the origins of high persistence in GARCH-models
Krämer, Walter
;
Tameze Azamo, Baudouin
;
Christou, …
-
2009
Persistent link: https://www.econbiz.de/10008839631
Saved in:
2
Long memory with Markov-Switching GARCH
Krämer, Walter
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003641700
Saved in:
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