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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"ECARES working paper"
~isPartOf:"Working papers / TSE : WP"
~person:"Preminger, Arie"
~subject:"Nichtparametrisches Verfahren"
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Volatilität
Nichtparametrisches Verfahren
Estimation theory
7
Schätztheorie
7
ARCH model
5
ARCH-Modell
5
Volatility
2
GARCH (1,1)
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate analysis
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Stochastic process
1
Stochastischer Prozess
1
Time series analysis
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Tobit model
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Tobit-Modell
1
Zeitreihenanalyse
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asymptotic normality
1
consistency
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fractional integration
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heavy tails
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least squares estimation
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long memory
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quasi maximum likelihood
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two-step estimator
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volatility
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Preminger, Arie
Hallin, Marc
8
Florens, Jean-Pierre
6
Van Bellegem, Sébastien
5
Bouezmarni, Taoufik
4
Daouia, Abdelaati
4
La Vecchia, Davide
4
Lavergne, Pascal
4
Paindaveine, Davy
4
Rock, Bram de
4
Cherchye, Laurens
3
Gautier, Eric
3
Johannes, Jan
3
Rombouts, Jeroen V. K.
3
Simar, Léopold
3
Vanhems, Anne
3
Babii, Andrii
2
Bauwens, Luc
2
Charlier, Isabelle
2
Demuynck, Thomas
2
Enache, Andreea
2
Gaillac, Christophe
2
Hafner, Christian M.
2
Jochmans, Koen
2
Kim, Jihyun
2
Lapenta, Elia
2
Liu, Hang
2
Saracco, Jérôme
2
Van Keilegom, Ingrid
2
Verschelde, Marijn
2
Weidner, Martin
2
Akharif, Abdelhadi
1
Antoine, Bertille
1
Babić, Slađana
1
Barrio, Eustasio del
1
Bertanha, Marinho
1
Beyhum, Jad
1
Birke, Melanie
1
Bruffaerts, Christopher
1
Cassart, Delphine
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CORE discussion papers : DP
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On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
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2
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
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