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subject:"Börsenkurs"
~person:"Bauwens, Luc"
~person:"Feng, Yuanhua"
~subject:"ARCH model"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
ARCH model
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Estimation theory
67
Schätztheorie
67
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32
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32
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28
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16
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Bauwens, Luc
Feng, Yuanhua
Phillips, Peter C. B.
96
Gao, Jiti
75
Koopman, Siem Jan
57
Linton, Oliver
45
Teräsvirta, Timo
44
Johansen, Søren
43
Lütkepohl, Helmut
43
Franses, Philip Hans
42
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39
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37
Zakoïan, Jean-Michel
36
Engle, Robert F.
35
Pesaran, M. Hashem
32
Francq, Christian
31
Harvey, Andrew C.
30
Koop, Gary
29
Li, Degui
29
Sibbertsen, Philipp
29
Swanson, Norman R.
29
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27
Rahbek, Anders
27
Stock, James H.
27
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26
Maravall Herrero, Agustín
25
Peng, Bin
25
Robinson, Peter M.
25
Taylor, Robert
25
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25
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24
Perron, Pierre
24
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23
Leybourne, Stephen James
23
Nielsen, Bent
23
Cavaliere, Giuseppe
22
Chambers, Marcus J.
22
Giraitis, Liudas
22
Haldrup, Niels
22
Xiao, Zhijie
22
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CORE discussion paper : DP
6
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3
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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ECONIS (ZBW)
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
3
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
6
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
7
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
8
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
9
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
10
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:
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