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subject:"Schätztheorie"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Diebold, Francis X."
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Estimation theory
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1980-1985
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Schätzung
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Diebold, Francis X.
Dufour, Jean-Marie
Franses, Philip Hans
Chandra, Ramesh
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The journal of finance : the journal of the American Finance Association
Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Journal of econometrics
7
Discussion paper / Tinbergen Institute
6
Working paper / National Bureau of Economic Research, Inc.
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
3
Econometric theory
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Economics letters
3
Financial Institutions Center
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Report / Erasmus Center for Financial Research, Erasmus University
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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Technical working paper / National Bureau of Economic Research
3
Working papers / Rodney L. White Center for Financial Research
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CFS working paper series
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Econometric analysis of financial and economic time series ; part a
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International economic review
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Oxford bulletin of economics and statistics
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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The review of economics and statistics
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
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Financial markets and asset pricing
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Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
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Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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2
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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