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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Kristensen, Dennis"
~person:"Rahbek, Anders"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Estimation theory
11
Schätztheorie
11
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Time series analysis
4
Zeitreihenanalyse
4
Statistical test
3
Statistischer Test
3
ARCH model
2
ARCH-Modell
2
Cointegration
2
Core
2
Estimation
2
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
2
Schätzung
2
Stochastic process
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Volatilität
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1965-2008
1
Analysis of variance
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Innovation diffusion
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Innovationsdiffusion
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Modellierung
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Multivariate Verteilung
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Multivariate distribution
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Private consumption
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Privater Konsum
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Scientific modelling
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Statistical distribution
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Statistische Verteilung
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Structural change
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Strukturwandel
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Theorie
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Theory
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USA
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English
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Kristensen, Dennis
Rahbek, Anders
Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
5
Johansen, Søren
4
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Christensen, Bent Jesper
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
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
Gatarek, Lukasz
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lasak, Katarzyna
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MacKinnon, James G.
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CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
3
CREATES Research Paper
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
University of Copenhagen Department of Economics Discussion Papers
1
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ECONIS (ZBW)
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ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
2
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
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