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person:"Račev, Svetlozar T."
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Deutsche Mark"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Deutsche Mark
Estimation theory
48
Schätztheorie
48
Theorie
28
Theory
28
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Probability theory
4
VAR model
4
VAR-Modell
4
Volatilität
4
Wahrscheinlichkeitsrechnung
4
Correlation
3
Identification
3
Korrelation
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Nichtparametrisches Verfahren
3
Nonparametric statistics
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Schock
3
Shock
3
Statistical theory
3
Statistische Methodenlehre
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Stochastic process
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Stochastischer Prozess
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Credit risk
2
Econometrics
2
Generalized covariance estimator
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Kreditrisiko
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Method of moments
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Momentenmethode
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Portfolio selection
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Portfolio-Management
2
Rational expectations
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English
5
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Račev, Svetlozar T.
Gouriéroux, Christian
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Andersen, Torben
7
Francq, Christian
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Bollerslev, Tim
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Wang, Yazhen
6
Fan, Jianqing
5
Jing, Bingyi
5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Li, Wai Keung
4
Mancino, Maria Elvira
4
Nolte, Ingmar
4
Park, Joon Y.
4
Rodriguez, Gabriel
4
Shin, Dong-wan
4
Song, Yuping
4
Sucarrat, Genaro
4
Taylor, James W.
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Journal of econometrics
2
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
5
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1
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
3
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
5
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
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