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subject:"United Kingdom"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Nelson, Daniel B."
~source:"econis"
~subject:"United States"
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United Kingdom
United States
Estimation theory
4
Schätztheorie
4
Theorie
4
Theory
4
Time series analysis
3
Zeitreihenanalyse
3
USA
2
1928-1990
1
1962-1987
1
ARCH model
1
ARCH-Modell
1
Aktienindex
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CAPM
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Statistical theory
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Statistische Methodenlehre
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Nelson, Daniel B.
Berry, Steven
2
Fernández-Val, Iván
2
Heckman, James J.
2
Jenkins, Stephen
2
Newey, Whitney K.
2
Pakes, Ariel
2
Vella, Francis
2
Andini, Corrado
1
Badunenko, Oleg
1
Bailey, Natalia
1
Biewen, Martin
1
Bjerk, David
1
Blundell, Richard W.
1
Burkhauser, Richard V.
1
Buscha, Franz
1
Card, David E.
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Davidson, Russell
1
Duclos, Jean-Yves
1
Engle, Robert F.
1
Eḳshṭain, Tsevi
1
Farré, Lídia
1
Foster, Dean P.
1
Galichon, Alfred
1
Gallant, A. Ronald
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Hausman, Jerry A.
1
Henderson, Daniel J.
1
Hildenbrand, Werner
1
Holtz-Eakin, Douglas
1
Härdle, Wolfgang
1
Hérault, Nicolas
1
Ichimura, Hidehiko
1
Jerison, Michael
1
Kapetanios, George
1
Keane, Michael P.
1
Klein, Roger W.
1
Kniesner, Thomas J.
1
Kristensen, Dennis
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Discussion paper series / IZA
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
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1
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
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2
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
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