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person:"Jenkins, Stephen P."
subject:"Schätzung"
~isPartOf:"Documento de trabajo / Centro de Estudios Monetarios y Financieros"
~person:"Pei, Zhuan"
~person:"Sentana, Enrique"
~subject:"Probability theory"
~subject:"Wirkungsanalyse"
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Schätzung
Probability theory
Wirkungsanalyse
Estimation theory
5
Schätztheorie
5
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
1
Commodity exchange
1
Estimation
1
Inflation expectations
1
Inflationserwartung
1
Share price
1
Simulation
1
Time series analysis
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Volatility
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Jenkins, Stephen P.
Pei, Zhuan
Sentana, Enrique
Michelacci, Claudio
1
Zaffaroni, Paolo
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Documento de trabajo / Centro de Estudios Monetarios y Financieros
CEMFI working paper
3
Working papers / Brandeis University, Department of Economics and International Business School
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IZA Discussion Paper
2
Discussion paper / Centre for Economic Policy Research
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Discussion paper series / IZA
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Discussion papers / CEPR
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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NBER Working Paper
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NBER working paper series
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The review of economic studies
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Upjohn Institute Working Paper
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Upjohn Institute working papers
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Working paper
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Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
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Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
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Working paper / National Bureau of Economic Research, Inc.
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Quadratic ARCH models
Sentana, Enrique
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1995
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