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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Todorov, Viktor"
~person:"Werker, Bas J. M."
~subject:"Statistical test"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical test
Statistische Verteilung
Estimation theory
11
Schätztheorie
11
Theorie
7
Theory
7
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
Autocorrelation
2
Autokorrelation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Ranking method
2
Ranking-Verfahren
2
ARCH model
1
ARCH-Modell
1
CAPM
1
Cointegration
1
Cointegration model
1
Cointegration rank
1
Dauer
1
Derivat
1
Derivative
1
Duration
1
Elliptical densities
1
Estimation
1
Heteroscedasticity
1
Heteroskedastizität
1
Kointegration
1
Lagrange multiplier test
1
Local Asymptotic Brownian Functional
1
Local Asymptotic Mixed Normality
1
Local Asymptotic Normality
1
Multivariate ranks
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Statistical distribution
1
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5
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5
Working Paper
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English
5
Author
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Todorov, Viktor
Werker, Bas J. M.
Einmahl, John H. J.
16
Akker, Ramon van den
3
Chen Zhou
3
Drost, Feike C.
3
He, Yi
3
Segers, Johan
3
Ahmed, Hanan
2
Batenburg, Paul van
2
Gantner, Maria
2
Kiriliouk, Anna
2
Krajina, Andrea
2
Moors, Hans
2
Moors, Johannes J. A.
2
Nijman, Theodore E.
2
Steel, Mark F. J.
2
Stewart, Trevor
2
Strijbosch, Leo
2
Andreou, Elena
1
Bossaerts, Peter L.
1
Can, Sami Umut
1
Danilov, Dmitry L.
1
Deschamps, Jean-Philippe
1
Genugten, Ben B. van der
1
Groenendaal, Willem J. van
1
Haan, Laurens de
1
Hallin, Marc
1
Hillion, Pierre Henri
1
Klaassen, Franc
1
Kleijnen, Jack P. C.
1
Laeven, Roger J. A.
1
Mathijssen, A. C. A.
1
McKeague, Ian W.
1
Mehdad, Ehsan
1
Osiewalski, Jacek
1
Raats, V. M.
1
Sawitzki, Günther
1
Schuld, M. H.
1
Strijbosch, L. W. G.
1
Van Keilegom, Ingrid
1
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Center for Economic Research <Tilburg>
1
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
12
CentER Discussion Paper Series
3
ERID working paper
3
Econometric theory
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
CREATES research paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
5
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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
2
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
3
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
4
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
5
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
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