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subject:"Börsenkurs"
~person:"Bauwens, Luc"
~person:"Feng, Yuanhua"
~subject:"Deutschland"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Deutschland
Estimation theory
67
Schätztheorie
67
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32
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32
Time series analysis
28
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28
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16
ARCH-Modell
16
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16
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12
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bandwidth selection
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Bauwens, Luc
Feng, Yuanhua
Winkelmann, Rainer
22
Lechner, Michael
21
Wolters, Jürgen
14
Kapetanios, George
12
Pesaran, M. Hashem
12
Lütkepohl, Helmut
11
Tauchen, George Eugene
11
Bekaert, Geert
10
Härdle, Wolfgang
10
Linton, Oliver
10
Teräsvirta, Timo
10
Maheswaran, S.
9
Todorov, Viktor
9
Wunsch, Conny
9
Yang, Lijian
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Runde, Ralf
8
Allen, David E.
7
Faff, Robert W.
7
Huber, Martin
7
Krämer, Walter
7
Malec, Peter
7
Abberger, Klaus
6
Brecht, Beatrix
6
Diebold, Francis X.
6
Dustmann, Christian
6
Gao, Jiti
6
Griliches, Zvi
6
Kim, Donggyu
6
Koebel, Bertrand M.
6
Soest, Arthur van
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Biewen, Martin
5
Bodory, Hugo
5
Brandt, Michael W.
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CORE discussion paper : DP
2
Annales d'économie et de statistique
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Institutional arrangements for global economic integration
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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ECONIS (ZBW)
12
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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:
2
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
3
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
6
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
7
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
8
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
9
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
10
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
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