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person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Bauwens, Luc"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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9
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Stambaugh, Robert F.
Bauwens, Luc
Härdle, Wolfgang
58
Pesaran, M. Hashem
34
Franses, Philip Hans
30
Phillips, Peter C. B.
26
Swanson, Norman R.
26
Gouriéroux, Christian
24
Maravall Herrero, Agustín
23
Imbens, Guido
22
McAleer, Michael
21
Zakoïan, Jean-Michel
20
Heckman, James J.
19
Kohn, Robert
19
Teräsvirta, Timo
19
Robert, Christian P.
18
Spokojnyj, Vladimir G.
18
Stahlecker, Peter
18
Francq, Christian
16
Kleibergen, Frank
16
Koopman, Siem Jan
16
Linton, Oliver
16
Diebold, Francis X.
15
Giles, David E. A.
15
Lucas, André
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Andrews, Donald W. K.
13
Giles, Judith A.
13
Newey, Whitney K.
13
Reiß, Markus
13
Arnold, Bernhard
12
Brännäs, Kurt
12
Guégan, Dominique
12
Huschens, Stefan
12
Kapetanios, George
12
Lieberman, Offer
12
Monfort, Alain
12
Scaillet, Olivier
12
Abberger, Klaus
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Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
17
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1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
4
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
5
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
6
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003538748
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
9
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000981017
Saved in:
10
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
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