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subject:"Volatilität"
type:"book"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatilität
Time series analysis
Estimation theory
26
Schätztheorie
26
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14
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7
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7
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6
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1-step Huber-skip
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1965-2008
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Johansen, Søren
7
Rahbek, Anders
5
Cavaliere, Giuseppe
4
Nielsen, Bent
4
Bohn Nielsen, Heino
3
Pedersen, Rasmus Søndergaard
2
Berenguer-Rico, Vanessa
1
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1
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1
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1
Nielsen, Morten Ørregaard
1
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1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
92
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
28
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Working paper series
24
Umeå economic studies
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Working paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Discussion paper / Center for Economic Research, Tilburg University
18
Discussion papers of interdisciplinary research project 373
18
EUI working paper / ECO
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
CESifo working papers
15
Discussion paper
14
Série des documents de travail
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Discussion papers in economics
12
Report / Econometric Institute, Erasmus University Rotterdam
12
Working papers
12
Working papers / Rutgers University, Department of Economics
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
KBI
11
CORE discussion paper : DP
10
Cambridge working papers in economics
10
Technical working paper / National Bureau of Economic Research
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers series in theoretical and applied economics
9
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8
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
5
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
8
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
9
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
10
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
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