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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bootstrap approach"
~subject:"United States"
~subject:"VAR model"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bootstrap approach
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VAR model
Estimation theory
167
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Nichtparametrisches Verfahren
41
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Peng, Bin
8
Gao, Jiti
7
Athanasopoulos, George
4
Martin, Gael M.
4
Vahid, Farshid
4
Feng, Guohua
3
Hyndman, Rob J.
3
Li, Degui
3
Poskitt, Donald Stephen
3
Yan, Yayi
3
Grose, Simone D.
2
Jiang, Bin
2
Litvinova, Svetlana
2
Liu, Fei
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Silvapulle, Mervyn J.
2
Silvapulle, Paramsothy
2
Tang, Songqiao
2
Wu, Weibiao
2
Chen, Xiangjin B.
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Guillén, Osmani Teixeira de Carvalho
1
Harris, David
1
Hillebrand, Eric
1
Issler, João Victor
1
Juodis, Artūras
1
Karavias, Yiannis
1
Kew, Hsein
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Kim, Jae H.
1
King, Maxwell L.
1
Lukas, Manuel
1
McCabe, Brendon P. M.
1
Robert, Christian P.
1
Sarafidis, Vasilis
1
Taylor, Robert
1
Wei, Wei
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
47
CEMMAP working papers / Centre for Microdata Methods and Practice
42
CREATES research paper
42
Working paper / National Bureau of Economic Research, Inc.
41
SFB 649 discussion paper
21
Working paper
21
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20
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20
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19
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19
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18
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17
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KBI
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14
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NBER working paper series
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Working paper series
11
Working papers / Rutgers University, Department of Economics
11
Discussion papers / Department of Economics, University of Copenhagen
9
Federal Reserve Bank of Cleveland working paper series
8
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7
Discussion paper
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Department of Economics, University of California San Diego
7
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7
Economics discussion papers
7
Research paper series / Swiss Finance Institute
7
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7
Working paper / Federal Reserve Bank of Dallas, Research Department
7
Working papers series in theoretical and applied economics
7
CEMFI working paper
6
CFS working paper series
6
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1
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2024
Persistent link: https://www.econbiz.de/10014584601
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
4
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
5
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
6
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
7
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
8
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
9
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
10
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
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