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subject:"India"
~accessRights:"restricted"
~person:"Kristensen, Dennis"
~subject:"Monte-Carlo-Simulation"
~subject:"Nonparametric statistics"
~subject:"Stochastischer Prozess"
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India
Monte-Carlo-Simulation
Nonparametric statistics
Stochastischer Prozess
Estimation theory
7
Schätztheorie
7
Nichtparametrisches Verfahren
3
Stochastic process
3
Estimation
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Approximate Bayesian Computation
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Bias adjustment
1
Continuous-time processes
1
Corporate defaults
1
Correlation
1
Count data
1
Diffusion process
1
Dynamic copula
1
Econometrics
1
Endogeneity
1
Exogenous covariates
1
Extremum estimators
1
Filtering
1
Financial market
1
Finanzmarkt
1
Higher-order expansion
1
Identification
1
Indirect inference
1
Induktive Statistik
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Innovation diffusion
1
Innovationsdiffusion
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Kristensen, Dennis
Tsionas, Efthymios G.
18
Linton, Oliver
17
Parmeter, Christopher F.
14
Gao, Jiti
13
Kumbhakar, Subal
13
Li, Degui
11
Li, Qi
11
Sun, Yiguo
11
Cai, Zongwu
10
Su, Liangjun
10
Escanciano, Juan Carlos
9
Florens, Jean-Pierre
8
Li, Yong
8
Racine, Jeffrey
8
Breunig, Christoph
7
Chen, Songnian
7
Henderson, Daniel J.
7
Li, Jia
7
Phillips, Peter C. B.
7
Simar, Léopold
7
Todorov, Viktor
7
Chen, Xiaohong
6
Dufour, Jean-Marie
6
Hahn, Jinyong
6
Kim, Kyoo Il
6
Lam, Henry
6
Lewbel, Arthur
6
Park, Joon Y.
6
Robinson, Peter M.
6
Tran, Kien C.
6
Ullah, Aman
6
Van Keilegom, Ingrid
6
Wang, Taining
6
Yao, Feng
6
Yu, Zhengfei
6
Zhang, Xibin
6
Cui, Zhenyu
5
Fang, Ying
5
Hoderlein, Stefan
5
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Journal of econometrics
3
Journal of empirical finance
2
Econometric theory
1
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ECONIS (ZBW)
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1
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
Saved in:
2
Higher-order properties of approximate estimators
Kristensen, Dennis
;
Salanié, Bernard
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10011818777
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
Nonparametric identification and estimation of transformation models
Chiappori, Pierre-André
;
Komunjer, Ivana
;
Kristensen, …
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 22-39
Persistent link: https://www.econbiz.de/10011500244
Saved in:
6
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
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