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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / TSE : WP"
~language:"eng"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Estimation theory
201
Schätztheorie
201
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Regression analysis
32
Regressionsanalyse
32
Estimation
27
Schätzung
27
Stochastic process
19
Theorie
18
Theory
18
Induktive Statistik
17
Statistical inference
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16
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15
Cointegration
14
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13
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12
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12
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11
Prognoseverfahren
11
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10
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10
USA
10
United States
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
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8
IV-Schätzung
8
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8
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8
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43
Graue Literatur
43
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43
Working Paper
43
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English
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Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
5
Johansen, Søren
4
Kristensen, Dennis
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Christensen, Bent Jesper
2
Costa, Manon
2
Gadat, Sébastien
2
Kim, Jihyun
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rahbek, Anders
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
1
Bercu, Bernard
1
Bohn Nielsen, Heino
1
Carlini, Federico
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Franchi, Massimo
1
Frederiksen, Per
1
Gaillac, Christophe
1
Gatarek, Lukasz
1
Gautier, Eric
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
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CREATES research paper
Working papers / TSE : WP
Discussion paper / Tinbergen Institute
37
Econometrics : open access journal
29
Cowles Foundation discussion paper
21
International journal of economics and financial issues : IJEFI
17
Discussion papers of interdisciplinary research project 373
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
NBER Working Paper
12
Cowles Foundation Discussion Paper
11
NBER working paper series
10
International Journal of Energy Economics and Policy : IJEEP
9
Working paper series
9
Discussion papers / Department of Economics, University of Copenhagen
8
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8
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8
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7
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7
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7
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7
CBN journal of applied statistics
6
CESifo working papers
6
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6
KBI
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CORE discussion papers : DP
5
Cambridge-INET working papers
5
Cogent economics & finance
5
Discussion paper
5
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Financial innovation : FIN
5
Queen's Economics Department working paper
5
Série des documents de travail
5
CAMA working paper series
4
CEMFI working paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
8
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
9
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
10
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
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