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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~subject:"Income distribution"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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Martin, Vance
5
Creedy, John
3
Lim, Guay C.
2
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1
Henry, Ólan Thomas John
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Research paper / University of Melbourne, Department of Economics
Discussion paper / Tinbergen Institute
110
CREATES research paper
70
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Working paper / National Bureau of Economic Research, Inc.
57
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Technical working paper / National Bureau of Economic Research
33
SFB 649 discussion paper
32
Cowles Foundation discussion paper
30
Discussion paper / Center for Economic Research, Tilburg University
27
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Working paper
25
Report / Econometric Institute, Erasmus University Rotterdam
24
Working paper series
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
CESifo working papers
19
Discussion paper
19
Working papers
19
Discussion paper / Centre for Economic Policy Research
18
Discussion paper series / IZA
18
Discussion papers of interdisciplinary research project 373
18
EUI working paper / ECO
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
CORE discussion paper : DP
16
Discussion papers / Department of Economics, University of Copenhagen
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Discussion papers in economics
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Série des documents de travail
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Queen's Economics Department working paper
14
Umeå economic studies
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
13
Economics discussion papers
13
Discussion papers / CEPR
12
Finance and economics discussion series
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KBI
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NBER working paper series
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Working papers / Rutgers University, Department of Economics
12
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ECONIS (ZBW)
9
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1
Parametric and nonparametric augmented GPH estimation
Wilkins, Nigel P.
-
1997
Persistent link: https://www.econbiz.de/10000956344
Saved in:
2
The changing distribution of income with age : estimates of the exponential family using grouped data
Bakker, Alexander
;
Creedy, John
-
1996
Persistent link: https://www.econbiz.de/10000941660
Saved in:
3
GARCH models of term structure term premia : a cautionary note
Henry, Ólan Thomas John
-
1995
Persistent link: https://www.econbiz.de/10000916429
Saved in:
4
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
Saved in:
5
Statics and dynamics of income distribution
Creedy, John
-
1994
Persistent link: https://www.econbiz.de/10000883953
Saved in:
6
Cointegration, parametric estimation and testing speculative efficiency with overlapping data
Lim, Guay C.
;
Martin, Vance
-
1992
Persistent link: https://www.econbiz.de/10000851338
Saved in:
7
Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate
Creedy, John
;
Lye, Jenny N.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000829903
Saved in:
8
A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000832855
Saved in:
9
Threshold time series models as multimodal distribution jump processes : the MATS model
Martin, Vance
-
1990
Persistent link: https://www.econbiz.de/10000836340
Saved in:
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