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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Härdle, Wolfgang"
~person:"Lucas, André"
~person:"Teräsvirta, Timo"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
Volatility
Zeitreihenanalyse
Estimation theory
13
Schätztheorie
13
Theorie
13
Theory
13
Regression analysis
7
Regressionsanalyse
7
Nichtparametrisches Verfahren
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Härdle, Wolfgang
Lucas, André
Teräsvirta, Timo
Spokojnyj, Vladimir G.
5
Küchler, Uwe
4
Yang, Lijian
3
Breitung, Jörg
2
Salau, M. O.
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Franke, Jürgen
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Genon-Catalot, Valentine
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Grammig, Joachim
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Guščin, Aleksandr A.
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Gómez, Víctor
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Horst, Ulrich
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Kleinow, Torsten
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
16
CREATES research paper
8
Econometric reviews
7
Working paper series in economics and finance
6
Journal of econometrics
5
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
SFB 649 discussion paper
4
CORE discussion paper : DP
3
Discussion papers of interdisciplinary research project 373
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometrics : open access journal
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Report / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Arbeidsnotat / Norges Bank / Norges Bank
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CEA_372Cass working paper series
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Department of Economics, University of California San Diego
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Econometric theory
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of financial time series
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Journal of applied econometrics
1
Journal of empirical finance
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Report / Erasmus Center for Financial Research, Erasmus University
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
4
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
5
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
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