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subject:"Deutschland"
subject:"Forecasting model"
~language:"eng"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Hendry, David F."
~person:"Koop, Gary"
~person:"Sheppard, Kevin"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Estimation theory
164
Schätztheorie
164
Time series analysis
64
Zeitreihenanalyse
64
Theorie
63
Theory
63
ARCH-Modell
45
Prognoseverfahren
35
Estimation
30
Schätzung
30
Bayes-Statistik
25
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25
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20
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20
VAR model
16
VAR-Modell
16
Börsenkurs
14
Correlation
14
Korrelation
14
Share price
14
Regression analysis
13
Regressionsanalyse
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Modellierung
10
Scientific modelling
10
Forecasting
9
Statistical theory
9
Statistische Methodenlehre
9
Multivariate Analyse
8
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8
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8
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8
Stochastic process
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8
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7
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7
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26
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Bauwens, Luc
Francq, Christian
Hendry, David F.
Koop, Gary
Sheppard, Kevin
Teräsvirta, Timo
23
Zakoïan, Jean-Michel
23
Swanson, Norman R.
21
Lütkepohl, Helmut
19
Lechner, Michael
18
Linton, Oliver
17
Marcellino, Massimiliano
17
Cai, Zongwu
14
Hafner, Christian M.
14
Huber, Florian
14
Koopman, Siem Jan
14
Rahbek, Anders
14
Corradi, Valentina
12
Hyndman, Rob J.
12
Härdle, Wolfgang
12
Kumar, Dilip
12
Audrino, Francesco
11
Clark, Todd E.
11
Rossi, Barbara
11
Athanasopoulos, George
10
Gao, Jiti
10
Kapetanios, George
10
Krämer, Walter
10
Vahid, Farshid
10
Winkelmann, Rainer
10
Dijk, Dick van
9
Ling, Shiqing
9
McAleer, Michael
9
McCracken, Michael W.
9
Pedersen, Rasmus Søndergaard
9
Preminger, Arie
9
Shephard, Neil G.
9
Silvennoinen, Annastiina
9
Wolters, Jürgen
9
Baltagi, Badi H.
8
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Journal of econometrics
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economics discussion papers
4
International journal of forecasting
4
Strathclyde discussion papers in economics
4
Department of Economics discussion paper series / University of Oxford
3
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Handbook of financial time series
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National Institute economic review : journal of the National Institute of Economic and Social Research
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Oxford bulletin of economics and statistics
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1
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1
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ECONIS (ZBW)
74
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51
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124449
Saved in:
52
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002228506
Saved in:
53
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
54
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-257
Persistent link: https://www.econbiz.de/10009409634
Saved in:
55
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
56
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
57
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001620854
Saved in:
58
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
59
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
60
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
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