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source:"econis"
subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~subject:"ARCH model"
~subject:"Statistical distribution"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARCH model
Statistical distribution
Estimation theory
5
Schätztheorie
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Time series analysis
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Ausreißer
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Harvey, Andrew C.
Gao, Jiti
39
Koopman, Siem Jan
33
Phillips, Peter C. B.
30
Nielsen, Morten Ørregaard
25
Johansen, Søren
23
Maravall Herrero, Agustín
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Lütkepohl, Helmut
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Teräsvirta, Timo
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Franses, Philip Hans
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Lucas, André
19
Sibbertsen, Philipp
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Härdle, Wolfgang
16
Linton, Oliver
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Peng, Bin
16
Kapetanios, George
15
Swanson, Norman R.
15
Gouriéroux, Christian
14
Hyndman, Rob J.
14
Pesaran, M. Hashem
13
Sentana, Enrique
13
Zakoïan, Jean-Michel
13
Einmahl, John H. J.
12
Dijk, Herman K. van
11
Francq, Christian
11
Gómez, Víctor
11
Koop, Gary
11
Li, Degui
11
McAleer, Michael
11
Nielsen, Bent
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Ooms, Marius
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Bauwens, Luc
10
Blasques, Francisco
10
Brännäs, Kurt
10
Cai, Zongwu
10
Fiorentini, Gabriele
10
Hafner, Christian M.
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Kleibergen, Frank
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Beran, Jan
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Dong, Chaohua
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Cambridge working papers in economics
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Temi di discussione del Servizio Studi / Banca d'Italia
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ECONIS (ZBW)
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Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772443
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2
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
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3
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
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4
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
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5
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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