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subject:"Volatilität"
type:"book"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
167
Schätztheorie
167
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
38
Schätzung
38
Panel
25
Panel study
25
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
21
Bayesian inference
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Prognoseverfahren
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Theorie
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Theory
16
Statistical test
12
Statistischer Test
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Cointegration
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Kointegration
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VAR-Modell
10
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8
Bootstrap-Verfahren
8
Factor analysis
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Statistical theory
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Statistische Methodenlehre
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Faktorenanalyse
7
Method of moments
7
Momentenmethode
7
Australia
6
Australien
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Bias
6
Börsenkurs
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IV-Schätzung
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Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Chen, Xiangjin B.
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Gao, Jiti
1
Harris, David
1
Kew, Hsein
1
King, Maxwell L.
1
Li, Degui
1
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1
Robert, Christian P.
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
9
Working papers
8
GRIPS discussion papers
7
NBER Working Paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
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6
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6
Cambridge working papers in economics
5
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5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
CORE discussion papers : DP
4
Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Discussion paper series / LSE Financial Markets Group
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
KBI
4
Research paper series / Swiss Finance Institute
4
Working papers / Rutgers University, Department of Economics
4
Bank of England Working Paper
3
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
3
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3
Discussion paper / Center for Economic Research, Tilburg University
3
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
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3
Economic Research Initiatives at Duke (ERID) Working Paper
3
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Statistics Working Papers Series, Vol. , pp. -, 2000
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
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2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
3
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
4
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
5
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
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