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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Estimation"
~subject:"Volatility"
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Schätztheorie
Estimation
Volatility
Theorie
22
Theory
22
Time series analysis
10
Zeitreihenanalyse
10
Estimation theory
5
Forecasting model
4
Prognoseverfahren
4
Brand
3
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Nutzentheorie
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extremal dependence
2
financial crashes
2
1959-1995
1
1986-1995
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English
5
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Franses, Philip Hans
Giles, David E. A.
Koopman, Siem Jan
39
Lucas, André
27
Bos, Charles S.
13
Dijk, Herman K. van
11
Kleibergen, Frank
11
Blasques, Francisco
10
Hommes, Cars H.
10
Dijk, Dick van
9
McAleer, Michael
9
Vries, Casper G. de
8
Groot, Henri L. F. de
7
Haan, Laurens de
6
Pozzi, Lorenzo
6
Teulings, Coen N.
6
Creal, Drew
5
Gooijer, Jan G. de
5
Kiviet, J. F.
5
Sluis, Pieter J. van der
5
Wijnbergen, Sweder van
5
Asai, Manabu
4
Boswijk, Herman Peter
4
Daníelsson, Jón
4
Florax, Raymond J. G. M.
4
Hol Uspensky, Eugenie
4
Mahieu, Ronald J.
4
Moraleda Novo, Juan Manuel
4
Nijkamp, Peter
4
Alessie, Rob
3
Bun, Maurice J. G.
3
Diks, Cees G. H.
3
Frijters, Paul
3
Groenendijk, Patrick A.
3
Heij, Christiaan
3
Hoogerheide, Lennart
3
Klaassen, Franc
3
Kwaak, Christiaan van der
3
Linders, Gert-Jan M.
3
Mercurio, Fabio
3
Ommeren, Jos van
3
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Discussion paper / Tinbergen Institute
Report / Econometric Institute, Erasmus University Rotterdam
16
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric Institute research papers
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Discussion paper
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Oxford bulletin of economics and statistics
4
Econometric reviews
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of international trade & economic development
2
Applied financial economics letters
1
Applied mathematical finance
1
Discussion paper / Center for Economic Research, Tilburg University
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of economic surveys
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Statistics : textbooks and monographs
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
2
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
3
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
4
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
5
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
-
1995
Persistent link: https://www.econbiz.de/10000915606
Saved in:
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