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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Journal of econometrics"
~person:"Li, Dong"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~subject:"Volatilität"
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Großbritannien
Wechselkurs
Monte-Carlo-Simulation
Time series analysis
Volatilität
Estimation theory
8
Schätztheorie
8
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
DAR model
3
Portmanteau test
3
Zeitreihenanalyse
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nonstationarity
2
Stochastic process
2
Stochastischer Prozess
2
Adaptive inference
1
Augmented DAR model
1
Compound Poisson process
1
Conditional heteroscedasticity
1
Ergodicity
1
GARCH model
1
GLAD estimation
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Generalized quasi-maximum likelihood estimator
1
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Kleinste-Quadrate-Methode
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Lagrange multiplier test
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Least squares method
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MLE
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MTDAR model
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Nichtparametrisches Verfahren
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Non-standard asymptotics
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Nonparametric statistics
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Parameter on the boundary
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QMLE
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Li, Dong
Phillips, Peter C. B.
11
Todorov, Viktor
10
Taylor, Robert
9
Linton, Oliver
8
Andersen, Torben
7
Francq, Christian
7
Leybourne, Stephen James
7
Li, Jia
7
Tauchen, George Eugene
7
Koopman, Siem Jan
6
Zhu, Ke
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Mykland, Per A.
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Chambers, Marcus J.
4
Harvey, David I.
4
Ng, Serena
4
Park, Joon Y.
4
Shephard, Neil G.
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zhang, Lan
4
Baillie, Richard
3
Baltagi, Badi H.
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gallant, A. Ronald
3
Gao, Jiti
3
Ghysels, Eric
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
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ECONIS (ZBW)
4
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1
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
3
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Saved in:
4
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
Li, Dong
;
Li, Qi
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 179-190
Persistent link: https://www.econbiz.de/10008661718
Saved in:
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