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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Econometrics papers"
~subject:"Statistical inference"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Statistical inference
Estimation theory
78
Schätztheorie
78
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
ARCH model
12
ARCH-Modell
12
Regression analysis
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Regressionsanalyse
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Instrumental variables
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Linear algebra
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Lineare Algebra
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Volatility
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Estimation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Theorie
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4
Analysis of variance
3
Causality analysis
3
Induktive Statistik
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Multivariate Analyse
3
Multivariate analysis
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Otsu, Taisuke
3
Bauwens, Luc
2
Hafner, Christian M.
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Matsushita, Yukitoshi
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Preminger, Arie
2
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1
Hidalgo, Javier
1
Otranto, Edoardo
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CORE discussion papers : DP
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CEMMAP working papers / Centre for Microdata Methods and Practice
59
Discussion paper / Tinbergen Institute
31
CREATES research paper
24
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19
SFB 649 discussion paper
11
Discussion paper series / IZA
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
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9
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7
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7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion papers of interdisciplinary research project 373
6
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KBI
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Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
ERID working paper
5
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5
Boston College working papers in economics
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Discussion paper / Center for Economic Research, Tilburg University
4
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4
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ECONIS (ZBW)
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Likelihood inference on semiparametric models : average derivative and treatment effect
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2017
Persistent link: https://www.econbiz.de/10011672027
Saved in:
4
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
5
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2015
Persistent link: https://www.econbiz.de/10011280123
Saved in:
6
Nonparametric likelihood for volatility under high frequency data
Camponovo, Lorenzo
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2015
Persistent link: https://www.econbiz.de/10011280125
Saved in:
7
Bootstrap inference of matching estimators for average treatment effects
Otsu, Taisuke
;
Rai, Yoshiyasu
-
2015
Persistent link: https://www.econbiz.de/10011280126
Saved in:
8
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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