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person:"Nielsen, Jens Perch"
~person:"Audrino, Francesco"
~person:"Dette, Holger"
~subject:"Multivariate analysis"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Multivariate analysis
Prognoseverfahren
Estimation theory
122
Schätztheorie
122
Regression analysis
45
Regressionsanalyse
45
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Time series analysis
22
Zeitreihenanalyse
22
Theorie
18
Theory
18
Estimation
16
Schätzung
16
Forecasting model
13
ARCH model
12
ARCH-Modell
12
USA
11
United States
11
Core
9
Statistical test
8
Statistischer Test
8
Statistical distribution
7
Statistische Verteilung
7
Robust statistics
6
Robustes Verfahren
6
Bias
5
Bootstrap approach
5
Bootstrap-Verfahren
5
Dynamic programming
5
Dynamische Optimierung
5
Multivariate Analyse
5
Systematischer Fehler
5
Bond market
4
Correlation
4
Heteroscedasticity
4
Heteroskedastizität
4
Korrelation
4
Linear algebra
4
Lineare Algebra
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English
18
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Nielsen, Jens Perch
Audrino, Francesco
Dette, Holger
Swanson, Norman R.
31
Corradi, Valentina
18
Koop, Gary
18
Marcellino, Massimiliano
18
McCracken, Michael W.
16
Cai, Zongwu
15
Rossi, Barbara
15
Clark, Todd E.
14
Gao, Jiti
14
Huber, Florian
14
Hyndman, Rob J.
13
Kapetanios, George
13
Teräsvirta, Timo
13
Croux, Christophe
12
Shephard, Neil G.
12
Chevillon, Guillaume
11
Diebold, Francis X.
11
Hendry, David F.
11
Koopman, Siem Jan
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Härdle, Wolfgang
10
Jordà, Òscar
10
Knüppel, Malte
10
Kumar, Dilip
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Baltagi, Badi H.
9
Lahiri, Kajal
9
Trojani, Fabio
9
Chan, Joshua
8
Lunde, Asger
8
Varneskov, Rasmus Tangsgaard
8
Dijk, Dick van
7
Fiorentini, Gabriele
7
Fosten, Jack
7
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers on finance
4
Working paper
2
Econometrics papers
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
University of St. Gallen Department of Economics Discussion Paper
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ECONIS (ZBW)
18
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1
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
2
Nonparametric regression with a latent time series
Linton, Oliver
;
Nielsen, Jens Perch
;
Nielsen, Søren Feodor
-
2009
Persistent link: https://www.econbiz.de/10003942456
Saved in:
3
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
4
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
8
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
9
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
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