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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Kointegration"
~subject:"Statistical distribution"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Statistical distribution
Theory
Estimation theory
409
Schätztheorie
409
Theorie
204
Time series analysis
62
Zeitreihenanalyse
62
Estimation
51
Schätzung
51
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
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22
Regressionsanalyse
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Statistical theory
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Gouriéroux, Christian
17
Robert, Christian P.
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Zakoïan, Jean-Michel
12
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10
Guégan, Dominique
10
Jasiak, Joann
8
Monfort, Alain
7
Comte, Fabienne
6
Fermanian, Jean-David
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Lardjane, Salim
4
Lieberman, Offer
4
Patilea, Valentin
4
Bertail, Patrice
3
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
Hardouin, C.
3
Léorat, Guillaume
3
Salanié, Bernard
3
Touzi, Nizar
3
Abowd, John M.
2
Baraud, Yannick
2
Bonham, Carl Stanley
2
Broze, Laurence
2
Clément, Emmanuelle
2
Cressie, Noel A. C.
2
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Applied economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
598
Economics letters
450
Econometric theory
348
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
266
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
247
Econometric reviews
189
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Journal of applied econometrics
140
Discussion paper / Tinbergen Institute
130
The review of economics and statistics
123
Oxford bulletin of economics and statistics
112
Discussion paper / Center for Economic Research, Tilburg University
102
Working paper / National Bureau of Economic Research, Inc.
90
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
The econometrics journal
67
Journal of forecasting
65
Cowles Foundation discussion paper
64
Working paper series
62
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Economic modelling
56
American journal of agricultural economics
55
Discussion paper series / IZA
55
Technical working paper / National Bureau of Economic Research
55
CREATES research paper
54
International journal of forecasting
52
Insurance / Mathematics & economics
51
SFB 649 discussion paper
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Working paper
46
Europäische Hochschulschriften / 5
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
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ECONIS (ZBW)
235
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
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2
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
5
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
6
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
7
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
Saved in:
8
Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.
;
Sam, Chung Yan
;
Khoon, Goh Soo
- In:
Applied economics
50
(
2018
)
13
,
pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
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9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
A comparison of risk aggregation estimates using copulas and Fleishman distributions
Van Vuuren, Gary
;
De Jongh, Riaan
- In:
Applied economics
49
(
2017
)
17
,
pp. 1715-1731
Persistent link: https://www.econbiz.de/10011815395
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