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subject:"Germany"
~person:"Diebold, Francis X."
~person:"Dufour, Jean-Marie"
~subject:"Statistical theory"
~subject:"Statistischer Test"
~subject:"Theory"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Germany
Statistical theory
Statistischer Test
Theory
Estimation theory
35
Schätztheorie
35
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25
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10
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8
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8
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Diebold, Francis X.
Dufour, Jean-Marie
Härdle, Wolfgang
60
Phillips, Peter C. B.
44
Pesaran, M. Hashem
35
Franses, Philip Hans
29
Imbens, Guido
24
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Sentana, Enrique
23
Gouriéroux, Christian
22
Kleibergen, Frank
22
Lechner, Michael
21
Robert, Christian P.
20
Kohn, Robert
19
Spokojnyj, Vladimir G.
19
Stahlecker, Peter
19
Brännäs, Kurt
18
Heckman, James J.
18
Andrews, Donald W. K.
17
Chernozhukov, Victor
17
Fiorentini, Gabriele
17
McAleer, Michael
17
Dette, Holger
16
Teräsvirta, Timo
16
Angrist, Joshua D.
15
Breitung, Jörg
15
Giles, David E. A.
15
Sheather, Simon J.
15
Amengual, Dante
14
Kiviet, J. F.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Arnold, Bernhard
12
Bera, Anil K.
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
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12
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ECONIS (ZBW)
29
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11
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
12
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
13
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
14
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
Saved in:
15
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
16
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
17
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
18
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
19
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
20
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
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