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subject:"India"
~accessRights:"restricted"
~person:"Battese, George Edward"
~person:"Craig, Ben R."
~person:"Linton, Oliver"
~person:"Rodriguez, Gabriel"
~person:"Zakoïan, Jean-Michel"
~subject:"Stochastischer Prozess"
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India
Stochastischer Prozess
Estimation theory
34
Schätztheorie
34
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation
13
Schätzung
13
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10
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Battese, George Edward
Craig, Ben R.
Linton, Oliver
Rodriguez, Gabriel
Zakoïan, Jean-Michel
Todorov, Viktor
6
Li, Jia
5
Park, Joon Y.
4
Tauchen, George Eugene
4
Tsionas, Efthymios G.
4
Cai, Jun
3
Cui, Zhenyu
3
Horrace, William C.
3
John, Joice
3
Kim, Donggyu
3
Kristensen, Dennis
3
Lam, Henry
3
Li, Dong
3
Lucas, André
3
Manresa, Elena
3
Parmeter, Christopher F.
3
Peng, Yijie
3
Sentana, Enrique
3
Wang, Bin
3
Wang, Yazhen
3
Zhu, Ke
3
Ahsan, Nazmul
2
Akira Toda, Alexis
2
Andersen, Torben
2
Avanzi, Benjamin
2
Battese, George E.
2
Carriero, Andrea
2
Chevallier, Julien
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Clark, Todd E.
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Coelli, Tim
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Das, Abhiman
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Dufour, Jean-Marie
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Francq, Christian
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Fu, Michael
2
Gupta, Hemendra
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Haldar, Sushil Kumar
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Heidergott, Bernd
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Hembram, Sulekha
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Henningsen, Arne
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Journal of econometrics
3
Economics letters
1
Review of Pacific Basin financial markets and policies
1
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ECONIS (ZBW)
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1
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
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2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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3
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
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4
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
5
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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