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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~source:"econis"
~subject:"Statistische Verteilung"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Volatilität
Statistische Verteilung
Estimation theory
242
Schätztheorie
242
Time series analysis
77
Zeitreihenanalyse
77
Theorie
54
Theory
54
Estimation
22
Schätzung
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Volatility
16
Cointegration
15
Kointegration
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Stochastischer Prozess
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Regressionsanalyse
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Maximum-Likelihood-Schätzung
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Probability theory
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Collection of articles written by one author
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25
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25
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Teräsvirta, Timo
4
Dijk, H. K. van
3
Kloek, T.
3
Silvennoinen, Annastiina
3
Kristensen, Dennis
2
Parra-Alvarez, Juan Carlos
2
Posch, Olaf
2
Veraart, Almut E. D.
2
Wang, Mu-Chun
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Dijk, Dick van
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Franses, Philip Hans
1
Gijbels, Irène
1
Haan, L. de
1
Haan, Laurens de
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Resnick, S. I.
1
Resnick, Sidney I.
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Taylor, Robert
1
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CREATES research paper
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
44
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
21
Discussion papers of interdisciplinary research project 373
15
SFB 649 discussion paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working papers
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Cowles Foundation discussion paper
11
ECARES working paper
11
KBI
11
Working papers / TSE : WP
11
Working paper
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Discussion paper series / IZA
8
Discussion papers / CEPR
7
GRIPS discussion papers
7
Working paper / National Bureau of Economic Research, Inc.
7
Documento de trabajo
6
IES working paper
6
CORE discussion papers : DP
5
Discussion paper
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers in economics
5
Research paper series / Swiss Finance Institute
5
Technical working paper / National Bureau of Economic Research
5
Working papers / Federal Reserve Bank of Atlanta
5
Working papers in economics and econometrics
5
CORE discussion paper : DP
4
Cambridge working papers in economics
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
ERID working paper
4
Finance and economics discussion series
4
Série des documents de travail
4
Working paper series
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
6
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
7
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
10
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
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