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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~subject:"Forecasting model"
~subject:"Panel"
~subject:"VAR-Modell"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Volatilität
Forecasting model
Panel
VAR-Modell
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
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14
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10
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Regressionsanalyse
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10
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10
United States
10
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9
Maximum likelihood estimation
8
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8
VAR model
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6
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6
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6
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34
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34
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34
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34
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34
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Teräsvirta, Timo
7
Silvennoinen, Annastiina
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Gørgens, Tue
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Kang, Jian
2
Kristensen, Dennis
2
Lee, Tae-hwy
2
Lunde, Asger
2
Veraart, Almut E. D.
2
Würtz, Allan H.
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescum, Matei
1
Floor Brix, Anne
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
He, Changli
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Johansen, Søren
1
Kanaya, Shin
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lahiri, Kajal
1
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1
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CREATES research paper
Discussion paper / Tinbergen Institute
65
Working paper / Department of Econometrics and Business Statistics, Monash University
55
CEMMAP working papers / Centre for Microdata Methods and Practice
44
CESifo working papers
41
Discussion paper series / IZA
33
Working paper
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Discussion paper
22
Discussion papers / CEPR
21
Cowles Foundation discussion paper
18
SFB 649 discussion paper
18
Working papers
18
Working papers series in theoretical and applied economics
16
Working paper / National Bureau of Economic Research, Inc.
15
Working papers / Rutgers University, Department of Economics
15
Discussion paper / Center for Economic Research, Tilburg University
14
Discussion paper / Centre for Economic Policy Research
12
Discussion papers of interdisciplinary research project 373
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working paper series
11
CEMFI working paper
10
Cambridge working papers in economics
10
Discussion papers in economics
10
Federal Reserve Bank of Cleveland working paper series
10
Finance and economics discussion series
9
KBI
9
NBER working paper series
9
Queen's Economics Department working paper
9
Working paper / Department of Economics, Lund University
9
Working paper series / European Central Bank
9
Memorandum / Department of Economics, University of Oslo
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Barcelona GSE working paper series : working paper
7
Department of Economics working paper series
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Discussion papers / Statistics Norway, Research Department
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
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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
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
4
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
5
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:
6
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
7
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
8
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
9
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
10
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
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