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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Andersen, Torben"
~person:"Ghysels, Eric"
~person:"Sentana, Enrique"
~subject:"Hessian matrix"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatilität
Hessian matrix
Estimation theory
70
Schätztheorie
70
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20
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20
Statistical test
19
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19
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Andersen, Torben
Ghysels, Eric
Sentana, Enrique
Koopman, Siem Jan
10
Amengual, Dante
8
Fiorentini, Gabriele
8
Härdle, Wolfgang
7
Spokojnyj, Vladimir G.
7
Teräsvirta, Timo
7
Brandt, Michael W.
6
Hafner, Christian M.
6
Lucas, André
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Silvennoinen, Annastiina
5
Swanson, Norman R.
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Fernández-Villaverde, Jesús
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Leon-Gonzalez, Roberto
4
Malec, Peter
4
Rubio-Ramírez, Juan Francisco
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Sibbertsen, Philipp
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Sluis, Pieter J. van der
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Tauchen, George Eugene
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Todorov, Viktor
4
Bos, Charles S.
3
Bossaerts, Peter L.
3
Chan, Joshua
3
Corsi, Fulvio
3
Feng, Yuanhua
3
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Econometric analysis of financial and economic time series ; part a
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
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1
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
2
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
4
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
6
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
7
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
8
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
9
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
10
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
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