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person:"Ghysels, Eric"
subject:"Schätztheorie"
~language:"eng"
~person:"Engle, Robert F."
~subject:"Econometrics"
~type_genre:"Graue Literatur"
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Schätztheorie
Econometrics
Theorie
55
Theory
55
Estimation
16
Schätzung
16
USA
15
United States
15
Estimation theory
14
Portfolio selection
13
Portfolio-Management
13
Volatility
12
Volatilität
12
ARCH model
11
ARCH-Modell
11
Capital income
11
Kapitaleinkommen
11
Time series analysis
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Zeitreihenanalyse
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Risiko
8
Risk
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Correlation
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Forecasting model
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Korrelation
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Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Risikomaß
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Risk measure
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nonlinear shrinkage
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4
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Book / Working Paper
14
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Graue Literatur
Article in journal
25
Aufsatz in Zeitschrift
25
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14
Non-commercial literature
14
Working Paper
14
Aufsatzsammlung
6
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Ghysels, Eric
Engle, Robert F.
Härdle, Wolfgang
56
Pesaran, M. Hashem
38
Franses, Philip Hans
29
Phillips, Peter C. B.
26
Imbens, Guido
25
Swanson, Norman R.
24
Gouriéroux, Christian
23
Maravall Herrero, Agustín
22
Heckman, James J.
19
Kohn, Robert
19
McAleer, Michael
19
Brännäs, Kurt
18
Diebold, Francis X.
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Stahlecker, Peter
17
Angrist, Joshua D.
16
Kleibergen, Frank
16
Giles, David E. A.
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Bauwens, Luc
12
Francq, Christian
12
Robinson, Peter M.
12
Scaillet, Olivier
12
Bera, Anil K.
11
Chernozhukov, Victor
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Guégan, Dominique
11
Lieberman, Offer
11
Mammen, Enno
11
Monfort, Alain
11
Polasek, Wolfgang
11
Teräsvirta, Timo
11
Vella, Francis
11
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Discussion paper / Department of Economics, University of California San Diego
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Working paper / National Bureau of Economic Research, Inc.
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
CORE discussion paper : DP
1
Chung-hua series of lectures by invited eminent economists
1
Discussion paper / Centre for Economic Policy Research
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Source
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ECONIS (ZBW)
14
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1
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10
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14
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date (oldest first)
1
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
2
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
3
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001620854
Saved in:
4
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
5
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
6
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
7
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
9
Nonparametric methods and option pricing
Ghysels, Eric
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000976278
Saved in:
10
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
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