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subject:"Bayes-Statistik"
subject:"Welt"
~isPartOf:"CREATES research paper"
~person:"Silvennoinen, Annastiina"
~subject:"Statistischer Test"
~subject:"Volatilität"
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Bayes-Statistik
Welt
Statistischer Test
Volatilität
Estimation theory
4
Schätztheorie
4
ARCH model
3
ARCH-Modell
3
Volatility
3
Börsenkurs
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Correlation
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Estimation
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Korrelation
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Multivariate Analyse
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Multivariate analysis
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Schätzung
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Share price
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Time series analysis
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Australia
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Australien
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Deterministically varying correlation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Modellierung
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Scientific modelling
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Statistical test
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Unconditional correlation
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modelling correlations
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modelling volatility
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multiplicative time-varying GARCH
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multivariate GARCH
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multivariate autoregressive conditional heteroskedasticity
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nonstationary volatility
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Silvennoinen, Annastiina
Teräsvirta, Timo
6
Kristensen, Dennis
5
Andersen, Torben
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Jansson, Michael
2
Kock, Anders Bredahl
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Nielsen, Morten Ørregaard
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Taylor, Robert
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Bugni, Federico A.
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Callot, Laurent
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Casas, Isabel
1
Cavaliere, Giuseppe
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Cho, Jin Seo
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Creel, Michael D.
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Demetrescu, Matei
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Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
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Hall, Anthony D.
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Hanck, Christoph
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Hounyo, Ulrich
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Iacone, Fabrizio
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Jakobsen, Johan Stax
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Kanaya, Shin
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Kang, Jian
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Kruse, Robinson
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Kruse-Becher, Robinson
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Lahiri, Soumendra
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Lanne, Markku
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Lunde, Asger
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CREATES research paper
Econometrics : open access journal
2
CREATES Research Paper 2008-6
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Econometric reviews
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Handbook of financial time series
1
NCER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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