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source:"econis"
subject:"Schätztheorie"
~language:"eng"
~person:"Franses, Philip Hans"
~subject:"Volatility"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Schätztheorie
Volatility
Theorie
149
Theory
149
Time series analysis
64
Zeitreihenanalyse
64
Forecasting model
44
Prognoseverfahren
44
Estimation theory
30
Saisonale Schwankungen
30
Seasonal variations
30
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13
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13
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11
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11
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10
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10
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Book / Working Paper
32
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1
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32
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31
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31
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15
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English
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Franses, Philip Hans
Härdle, Wolfgang
81
Diebold, Francis X.
43
McAleer, Michael
42
Pesaran, M. Hashem
41
Bollerslev, Tim
33
Koopman, Siem Jan
31
Swanson, Norman R.
30
Gouriéroux, Christian
28
Phillips, Peter C. B.
28
Andersen, Torben
27
Lucas, André
23
Chiarella, Carl
22
Imbens, Guido
22
Lux, Thomas
22
Maravall Herrero, Agustín
22
Heckman, James J.
20
Kohn, Robert
20
Lütkepohl, Helmut
20
Marcellino, Massimiliano
18
Bauwens, Luc
17
Dijk, Dick van
17
Feng, Yuanhua
17
Hafner, Christian M.
17
Mittnik, Stefan
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Stahlecker, Peter
17
Fernández-Villaverde, Jesús
16
Kleibergen, Frank
16
Sheather, Simon J.
16
Aizenman, Joshua
15
Brännäs, Kurt
15
Giles, David E. A.
15
Hautsch, Nikolaus
15
Kilian, Lutz
15
Polasek, Wolfgang
15
Scaillet, Olivier
15
Angrist, Joshua D.
14
Barnett, William A.
14
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1
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Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Econometric Institute research papers
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
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
Rotterdams Instituut voor Bedrijfseconomische Studies
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
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
5
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:
6
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
7
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
8
Estimating dynamic effects of promotions on brand choice
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433319
Saved in:
9
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
10
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
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