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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Statistische Verteilung"
~type_genre:"Amtsdruckschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
Statistische Verteilung
Estimation theory
167
Schätztheorie
167
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
38
Schätzung
38
Panel
25
Panel study
25
Regression analysis
24
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24
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21
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20
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16
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16
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12
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12
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10
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10
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8
Bootstrap-Verfahren
8
Factor analysis
8
Monte Carlo simulation
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Monte-Carlo-Simulation
8
Statistical theory
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Statistische Methodenlehre
8
Faktorenanalyse
7
Method of moments
7
Momentenmethode
7
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6
Australien
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IV-Schätzung
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Amtsdruckschrift
Collection of articles written by one author
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Gao, Jiti
2
Litvinova, Svetlana
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Silvapulle, Mervyn J.
2
Silvapulle, Paramsothy
2
Chen, Xiangjin B.
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Guo, Meihui
1
Harris, David
1
Hyndman, Rob J.
1
Kew, Hsein
1
Kim, Jae H.
1
King, Maxwell L.
1
Li, Degui
1
McCabe, Brendon P. M.
1
Pan, Guangming
1
Robert, Christian P.
1
Taylor, Robert
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
44
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
21
CREATES research paper
19
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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working papers
12
Cowles Foundation discussion paper
11
ECARES working paper
11
KBI
11
Working papers / TSE : WP
11
Working paper
10
Discussion paper series / IZA
8
Discussion papers / CEPR
7
Working paper / National Bureau of Economic Research, Inc.
7
Documento de trabajo
6
GRIPS discussion papers
6
IES working paper
6
Report / Econometric Institute, Erasmus University Rotterdam
6
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5
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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
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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
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4
Working paper series
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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1
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:
2
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:
3
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
Saved in:
4
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
5
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
6
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
7
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
8
Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.
;
Silvapulle, Paramsothy
;
Hyndman, Rob J.
-
2006
Persistent link: https://www.econbiz.de/10003361020
Saved in:
9
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
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