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person:"Robinson, Peter M."
subject:"Statistical theory"
~person:"Hahn, Jinyong"
~subject:"ARCH-Modell"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Statistical theory
ARCH-Modell
Estimation theory
32
Schätztheorie
32
Theorie
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17
Estimation
6
Schätzung
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Robinson, Peter M.
Hahn, Jinyong
Teräsvirta, Timo
9
Francq, Christian
8
Hafner, Christian M.
8
Zakoïan, Jean-Michel
8
Audrino, Francesco
7
Linton, Oliver
7
Robert, Christian P.
7
Sheppard, Kevin
7
Angrist, Joshua D.
6
Bauwens, Luc
6
McAleer, Michael
6
Rahbek, Anders
6
Engle, Robert F.
5
Nielsen, Morten Ørregaard
5
Preminger, Arie
5
Trojani, Fabio
5
Cavaliere, Giuseppe
4
Diebold, Francis X.
4
Gao, Jiti
4
Koopman, Siem Jan
4
Lucas, André
4
Lütkepohl, Helmut
4
Pedersen, Rasmus Søndergaard
4
Phillips, Peter C. B.
4
Robertson, John C.
4
Shephard, Neil G.
4
Silvennoinen, Annastiina
4
Violante, Francesco
4
Winker, Peter
4
Breunig, Christoph
3
Breusch, Trevor S.
3
Carnero, M. Angeles
3
Chen, Heng
3
Cheng, Tingting
3
Gorgi, Paolo
3
Grassi, Stefano
3
Imbens, Guido
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Kilian, Lutz
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Krueger, Alan B.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Financial Institutions Center
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1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
3
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
4
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
5
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
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