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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lucas, André"
~person:"Tauchen, George Eugene"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Theory
Estimation theory
4
Schätztheorie
4
Theorie
3
Estimation
2
Exchange rate
2
Schätzung
2
Wechselkurs
2
1900-1988
1
1987-1993
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Consumer price index
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Control variables
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Deutsche Mark
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Deutschland
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Efficient importance sampling
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European Monetary System
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Method of moments
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Momentenmethode
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Numerical integration
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Portfolio selection
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Portfolio-Management
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Risiko
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Lucas, André
Tauchen, George Eugene
Ghysels, Eric
4
Bauwens, Luc
3
Bollerslev, Tim
3
Franses, Philip Hans
3
Hall, Alastair R.
3
Lechner, Michael
3
Pfeffermann, Danny
3
Bera, Anil K.
2
Burnside, Craig
2
Cheung, Yin-Wong
2
Drost, Feike C.
2
Engle, Robert F.
2
Fiebig, Denzil G.
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Keane, Michael P.
2
King, Maxwell L.
2
Laisney, François
2
Li, Qi
2
Ling, Shiqing
2
Maddala, Gangadharrao S.
2
McDonald, James B.
2
Newey, Whitney K.
2
Racine, Jeffrey
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
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2
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2
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2
Vanhonacker, Wilfried R.
2
Werker, Bas J. M.
2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
9
Journal of econometrics
9
ERID working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric theory
3
Discussion papers in statistics and econometrics
2
Econometric reviews
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers in economics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
International journal of forecasting
1
Journal of financial econometrics
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank working paper series
1
The review of economics and statistics
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ECONIS (ZBW)
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1
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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2
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
3
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
4
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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