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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Statistics in transition : an international journal of the Polish Statistical Association"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Chen, Yi-ting"
~source:"econis"
~subject:"Estimation"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Regression analysis
Estimation
Statistical distribution
Estimation theory
4
Schätztheorie
4
Statistical test
2
Statistischer Test
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Capital income
1
Correlation
1
Dauer
1
Duration
1
Entropie
1
Entropy
1
GARCH-type models
1
Gaussian QML method
1
Kapitaleinkommen
1
Korrelation
1
Method of moments
1
Momentenmethode
1
OptEF method
1
Schätzung
1
Share price
1
Statistische Verteilung
1
Time series analysis
1
Zeitreihenanalyse
1
conditional correlation models
1
maximum entropy
1
moment combination
1
moment selection
1
standardized error distribution
1
two-step method
1
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Article
2
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Aufsatz in Zeitschrift
Article in journal
2
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English
2
Author
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Chen, Yi-ting
Wywiał, Janusz
3
Audrino, Francesco
2
Bu, Ruijun
2
Francq, Christian
2
Hadri, Kaddour
2
Horváth, Lajos
2
Moosa, Imad A.
2
Murray, Christian J.
2
Papell, David H.
2
Zakoïan, Jean-Michel
2
Abbara, Omar
1
Abdelghaffar, Ahmed M.
1
Abu Awwad, Raed R.
1
Abu Bakar, Mohd Aftar
1
Abu-Dayyeh, Walid
1
Abufoudeh, Ghassan K.
1
Abutaleb, Ahmed S.
1
Afaq, Ahmad
1
Agu, Friday Ikechukwu
1
Ahlgren, Niklas
1
Ahmad, Hanan A. Haj
1
Ahmad, Peer Bilal
1
Ahmad, Yamin
1
Ahmed, M. S.
1
Ahn, Seung Chan
1
Ahsan, Tanveer
1
Aijaz, Ahmad
1
Al-Noor, Nadia H.
1
Al-Olaimat, Nesreen M.
1
Al-Omari, Amer Ibrahim Falah
1
Alabid, Abdelhakim
1
Alhyasat, Khaldoon
1
Alizadeh, Morad
1
Almetwally, Ehab M.
1
Altman, Edward I.
1
Altun, Emrah
1
Anatolyev, Stanislav
1
Antell, Jan
1
Aoki, Takaaki
1
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Statistics in transition : an international journal of the Polish Statistical Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
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All
ECONIS (ZBW)
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On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
2
Modeling maximum entropy distributions for financial returns by moment combination and selection
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 414-455
Persistent link: https://www.econbiz.de/10011339297
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