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subject:"Nonparametric statistics"
~person:"Bergmeir, Christoph"
~person:"Forbes, Catherine Scipione"
~subject:"CAPM"
~subject:"Nonparametric jump measures"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
CAPM
Nonparametric jump measures
Share price
Zeitreihenanalyse
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Bayes-Statistik
2
Bayesian inference
2
Bivariate jump diffusion model
2
Börsenkurs
2
Estimation
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Option pricing theory
2
Optionspreistheorie
2
Price jump tests
2
Sampling frequency
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Volatility
2
Volatility jumps
2
Volatilität
2
13.07.1995
1
Bagging
1
Bayesian Inference
1
Bootstrapping
1
Econometrics
1
Exponential smoothing
1
Forecasting model
1
Markov chain
1
Markov-Kette
1
Method of moments
1
Modellierung
1
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4
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Book / Working Paper
6
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Graue Literatur
6
Non-commercial literature
6
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5
Working Paper
5
Article in journal
2
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1
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Bergmeir, Christoph
Forbes, Catherine Scipione
Phillips, Peter C. B.
128
Gao, Jiti
122
Linton, Oliver
91
Chen, Xiaohong
71
Koopman, Siem Jan
56
Härdle, Wolfgang
54
Newey, Whitney K.
49
Kapetanios, George
48
Li, Qi
47
Johansen, Søren
43
Li, Degui
43
Cai, Zongwu
42
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
41
Robinson, Peter M.
40
Teräsvirta, Timo
40
Su, Liangjun
39
Otsu, Taisuke
37
Peng, Bin
37
Racine, Jeffrey
36
Pesaran, M. Hashem
35
Florens, Jean-Pierre
34
Hoderlein, Stefan
34
Horowitz, Joel
34
Simar, Léopold
33
Koop, Gary
32
Sibbertsen, Philipp
32
Swanson, Norman R.
32
Engle, Robert F.
31
Mammen, Enno
31
Harvey, Andrew C.
30
Xiao, Zhijie
30
Escanciano, Juan Carlos
29
Kristensen, Dennis
29
Sun, Yiguo
29
Ullah, Aman
29
Dette, Holger
27
Ichimura, Hidehiko
27
Lewbel, Arthur
27
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Institution
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Econometrics Conference <1995, Melbourne>
1
Monash University / Department of Econometrics
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
International journal of forecasting
1
Journal of econometrics
1
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ECONIS (ZBW)
8
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1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
3
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
4
A note on the validity of cross-validation for evaluating time series prediction
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Koo, Bonsoo
-
2015
Persistent link: https://www.econbiz.de/10011781237
Saved in:
5
Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Benítez …
-
2014
Persistent link: https://www.econbiz.de/10010349980
Saved in:
6
Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Benítez …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 303-312
Persistent link: https://www.econbiz.de/10011596807
Saved in:
7
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Forbes, Catherine Scipione
(
contributor
); …
-
1995
Persistent link: https://www.econbiz.de/10000932703
Saved in:
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