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person:"Gouriéroux, Christian"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hafner, Christian M."
~subject:"Core"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Volatilität
Core
Method of moments
Estimation theory
3
Schätztheorie
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
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1
CAPM
1
Canonical correlation
1
Commodities
1
Continuously updating GMM
1
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EGARCH
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GARCH-in-mean
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Generalized covariance estimator
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Kernel
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Maximum likelihood
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Mixed causal-noncausal process
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Momentenmethode
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Nonparametric estimation
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Portmanteau Statistic
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Risikoprämie
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Risk premium
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Semiparametric estimator
1
Semiparametric model
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Stochastic process
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Stochastic recurrence equation
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Stochastischer Prozess
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Gouriéroux, Christian
Hafner, Christian M.
Caner, Mehmet
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Li, Qi
2
Racine, Jeffrey
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Arellano, Manuel
1
Aryal, Gaurab
1
Bai, Yuehao
1
Baillie, Richard T.
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Brown, Bryan W.
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chang, Jinyuan
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chen, Yi-ting
1
Chung, Chae-shick
1
Corsi, Fulvio
1
Danaher, Peter J.
1
Dias, Gustavo Fruet
1
Doğan, Osman
1
Dueker, Michael
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of econometrics
4
CORE discussion papers : DP
2
Série des documents de travail
2
CORE discussion paper : DP
1
Contributions to economics
1
Discussion paper
1
Discussion papers of interdisciplinary research project 373
1
Econometrics papers
1
Economics letters
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of applied econometrics
1
Journal of empirical finance
1
SFB 649 discussion paper
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 774-785
Persistent link: https://www.econbiz.de/10015053465
Saved in:
2
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
3
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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