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subject:"Schätztheorie"
~person:"Caporale, Guglielmo Maria"
~person:"Koopman, Siem Jan"
~subject:"Volatilität"
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Schätztheorie
Volatilität
Theorie
387
Theory
387
Time series analysis
201
Zeitreihenanalyse
201
Estimation
117
Schätzung
117
State space model
78
Zustandsraummodell
78
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57
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53
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53
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51
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74
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Caporale, Guglielmo Maria
Koopman, Siem Jan
Härdle, Wolfgang
98
McAleer, Michael
89
Bollerslev, Tim
85
Diebold, Francis X.
79
Pesaran, M. Hashem
67
Phillips, Peter C. B.
62
Gouriéroux, Christian
57
Franses, Philip Hans
50
Andersen, Torben
45
Andrews, Donald W. K.
44
Swanson, Norman R.
44
Newey, Whitney K.
42
Bekaert, Geert
40
Lucas, André
39
Lux, Thomas
39
Engle, Robert F.
38
Lütkepohl, Helmut
38
Ghysels, Eric
37
Giles, David E. A.
36
Bauwens, Luc
35
Chiarella, Carl
35
Imbens, Guido
35
Aizenman, Joshua
33
Granger, C. W. J.
33
Gupta, Rangan
32
Robinson, Peter M.
32
Caporin, Massimiliano
31
Heckman, James J.
30
Renault, Eric
30
Herwartz, Helmut
29
Horowitz, Joel
29
Kohn, Robert
29
Linton, Oliver
29
Aït-Sahalia, Yacine
28
Baltagi, Badi H.
28
Hafner, Christian M.
28
Marcellino, Massimiliano
28
Krämer, Walter
27
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27
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6
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3
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2
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1
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1
International journal of finance & economics : IJFE
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
Journal of empirical finance
1
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1
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1
Journal of international financial markets, institutions & money
1
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1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Suntory and Toyota International Centres for Economics and Related Disciplines
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Tinbergen Institute Discussion Paper 10-032/2
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 2016-061/III
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Tinbergen Institute Discussion Paper 2021-057/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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61
Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978643
Saved in:
62
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
63
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
64
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1998
Persistent link: https://www.econbiz.de/10001362820
Saved in:
65
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
Saved in:
66
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
67
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
68
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
Saved in:
69
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
70
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Saved in:
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