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subject:"Theorie"
type_genre:"Arbeitspapier"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Theorie
Portfolio-Management
Time series analysis
Estimation theory
34
Schätztheorie
34
Theory
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Core
8
Simulation
5
Multivariate Verteilung
4
Multivariate distribution
4
Portfolio selection
4
Zeitreihenanalyse
4
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3
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3
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2
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2
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Structure-conduct-performance paradigm
2
Struktur-Verhalten-Ergebnis- Paradigma
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2
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2
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1
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16
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16
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14
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14
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7
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7
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16
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Scaillet, Olivier
Härdle, Wolfgang
62
Pesaran, M. Hashem
41
Phillips, Peter C. B.
41
Franses, Philip Hans
36
Gao, Jiti
36
Gouriéroux, Christian
32
Koopman, Siem Jan
31
Lütkepohl, Helmut
26
Swanson, Norman R.
26
Johansen, Søren
25
Lucas, André
24
Maravall Herrero, Agustín
24
Nielsen, Morten Ørregaard
24
Imbens, Guido
22
Sibbertsen, Philipp
21
Kapetanios, George
20
Kohn, Robert
19
McAleer, Michael
19
Teräsvirta, Timo
19
Diebold, Francis X.
18
Heckman, James J.
18
Kleibergen, Frank
18
Linton, Oliver
18
Robert, Christian P.
18
Stahlecker, Peter
18
Spokojnyj, Vladimir G.
17
Zakoïan, Jean-Michel
17
Breitung, Jörg
16
Brännäs, Kurt
15
Giles, David E. A.
15
Hyndman, Rob J.
15
Koop, Gary
15
Sentana, Enrique
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Fiorentini, Gabriele
14
Monfort, Alain
14
Newey, Whitney K.
14
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
CORE discussion paper : DP
2
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
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1
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ECONIS (ZBW)
16
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1
Nonparametric estimation of copulas for time series
Fermanian, Jean-David
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001732499
Saved in:
2
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001687927
Saved in:
3
Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661020
Saved in:
4
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
Saved in:
5
Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700034
Saved in:
6
Nonparametric tests for positive quadrant dependence
Denuit, Michel
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701362
Saved in:
7
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
-
This version: Nov. 2001 (1.version: Oct. 2001)
Persistent link: https://www.econbiz.de/10001626135
Saved in:
8
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
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