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subject:"Schätztheorie"
~person:"Broze, Laurence"
~person:"Härdle, Wolfgang"
~person:"Zakoïan, Jean-Michel"
~subject:"United States"
~type_genre:"Book section"
~type_genre:"Government document"
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Schätztheorie
United States
Theorie
28
Theory
28
Estimation theory
11
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6
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6
ARMA model
3
ARMA-Modell
3
Credit rating
3
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1987-1993
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Arbeitspapier
84
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84
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83
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83
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22
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Broze, Laurence
Härdle, Wolfgang
Zakoïan, Jean-Michel
Gouriéroux, Christian
22
Robert, Christian P.
17
Barnett, William A.
12
Guégan, Dominique
12
Monfort, Alain
9
Fabozzi, Frank J.
8
Cutler, David M.
7
Renault, Eric
7
Audretsch, David B.
6
Blundell, Richard W.
6
Comte, Fabienne
6
Francq, Christian
6
Gintis, Herbert
6
Goodhart, Charles A. E.
6
Halevi, Joseph
6
Hall, Robert Ernest
6
Hassett, Kevin A.
6
Hubbard, R. Glenn
6
Jasiak, Joann
6
Setterfield, Mark
6
Stock, James H.
6
Auerbach, Alan J.
5
Berred, Alexandre M.
5
Daly, Herman E.
5
Darolles, Serge
5
Feldstein, Martin S.
5
Fermanian, Jean-David
5
Florens, Jean-Pierre
5
Freeman, Albert Myrick
5
Gredenhoff, Mikael P.
5
Hagen, Jürgen von
5
Hausman, Jerry A.
5
Heckman, James J.
5
Hurd, Michael D.
5
Lavoie, Marc
5
Leamer, Edward E.
5
Maddala, Gangadharrao S.
5
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5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Applied quantitative finance
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
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ECONIS (ZBW)
11
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1
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
2
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang
;
Kim, Woocheol
;
Tripathi, Gautam
- In:
Economics essays : a Festschrift for Werner Hildenbrand
,
(pp. 159-179)
.
2001
Persistent link: https://www.econbiz.de/10001597520
Saved in:
3
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
4
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
5
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
6
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
7
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
8
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
9
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
10
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
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