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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Research in human capital and development : RHCD ; a research annual"
~isPartOf:"Working paper"
~person:"Blake, Andrew P."
~person:"Pesaran, M. Hashem"
~person:"Yu, Jun"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Disjoint confidence sets"
~subject:"Fractional Gaussian noise"
~subject:"Induktive Statistik"
~subject:"Schätztheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Börsenkurs
Correlation
Disjoint confidence sets
Fractional Gaussian noise
Induktive Statistik
Schätztheorie
Estimation theory
5
Statistical inference
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
Bayes factor
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Change-of-frequency
1
Consistency
1
Dynamic correlation
1
Estimation
1
Fractional Brownian motion
1
Handelsvolumen der Börse
1
Kapitaleinkommen
1
Korrelation
1
Leverage effect
1
Long memory
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate stochastic volatility
1
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Working Paper
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5
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Blake, Andrew P.
Pesaran, M. Hashem
Yu, Jun
Giraitis, Liudas
7
Kapetanios, George
6
Athey, Susan
4
Imbens, Guido
4
Cohen, Jeffrey P.
3
Coughlin, Cletus Charles
3
McCracken, Michael W.
3
Phillips, Peter C. B.
3
Reed, W. Robert
3
Abadie, Alberto
2
Centorrino, Samuele
2
Clark, Todd E.
2
Dalla, Violetta
2
Doz, Catherine
2
Florens, Jean-Pierre
2
Gonzalo, Jesús
2
Hong, Sanghyun
2
Keane, Michael P.
2
Mayer, Thierry
2
Mazur, Stepan
2
Neal, Timothy
2
Shi, Shuping
2
Szydłowski, Arkadiusz
2
Wooldridge, Jeffrey M.
2
Yates, Anthony
2
Agnihotri, Archana
1
Alfelt, Gustav
1
Anderson, Gordon
1
Anderson, Richard G.
1
Bacchiocchi, Emanuele
1
Baillie, Richard
1
Bas, Maria
1
Belotti, Federico
1
Belz, Enora
1
Bodnar, Taras
1
Bracke, Ingrid
1
Bruns, Martin
1
Calonaci, Fabio
1
Card, David E.
1
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Published in...
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Econometrics : open access journal
Research in human capital and development : RHCD ; a research annual
Working paper
CESifo working papers
26
Cambridge working papers in economics
11
Cowles Foundation discussion paper
5
Discussion paper series / IZA
4
DAE working paper
1
Discussion paper / School of Economics, The University of New South Wales
1
Strathclyde discussion papers in economics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
4
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
5
Estimation and inference in large heterogenous panels with cross section dependence
Pesaran, M. Hashem
-
2003
Persistent link: https://www.econbiz.de/10001739585
Saved in:
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