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source:"econis"
subject:"Schätztheorie"
~language:"eng"
~person:"Franses, Philip Hans"
~person:"Kleibergen, Frank"
~subject:"Volatility"
~type_genre:"Working Paper"
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Schätztheorie
Volatility
Theorie
173
Theory
173
Time series analysis
67
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67
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43
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42
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42
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29
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Franses, Philip Hans
Kleibergen, Frank
Härdle, Wolfgang
77
McAleer, Michael
41
Diebold, Francis X.
40
Pesaran, M. Hashem
39
Koopman, Siem Jan
31
Bollerslev, Tim
30
Swanson, Norman R.
28
Phillips, Peter C. B.
26
Andersen, Torben
25
Gouriéroux, Christian
23
Lucas, André
23
Imbens, Guido
22
Maravall Herrero, Agustín
22
Lux, Thomas
21
Kohn, Robert
20
Chiarella, Carl
18
Fernández-Villaverde, Jesús
18
Heckman, James J.
18
Lütkepohl, Helmut
18
Marcellino, Massimiliano
18
Bauwens, Luc
17
Robert, Christian P.
17
Stahlecker, Peter
17
Spokojnyj, Vladimir G.
16
Dijk, Dick van
15
Giles, David E. A.
15
Kilian, Lutz
15
Mittnik, Stefan
15
Scaillet, Olivier
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Hafner, Christian M.
14
Zakoïan, Jean-Michel
14
Aizenman, Joshua
13
Brandt, Michael W.
13
Engle, Robert F.
13
Giles, Judith A.
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Report / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
13
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
10
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8
Report / Erasmus Center for Financial Research, Erasmus University
4
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3
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3
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3
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2
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1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
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1
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
4
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
5
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001585046
Saved in:
6
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594646
Saved in:
7
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001619184
Saved in:
8
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
9
Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank
-
2000
Persistent link: https://www.econbiz.de/10001477405
Saved in:
10
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
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