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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Newey, Whitney K."
~person:"Sentana, Enrique"
~subject:"Volatilität"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation theory"
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Estimation theory
157
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157
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61
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28
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28
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23
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semiparametric estimation
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Stahlecker, Peter
Gouriéroux, Christian
Newey, Whitney K.
Sentana, Enrique
Koopman, Siem Jan
9
Brandt, Michael W.
6
Hafner, Christian M.
6
Härdle, Wolfgang
6
Lucas, André
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Spokojnyj, Vladimir G.
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Leon-Gonzalez, Roberto
4
Malec, Peter
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Bos, Charles S.
3
Chan, Joshua
3
Corsi, Fulvio
3
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3
Franses, Philip Hans
3
Gather, Ursula
3
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3
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3
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ECONIS (ZBW)
9
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1
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
6
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
9
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
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