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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Andrews, Donald W. K."
~person:"Gouriéroux, Christian"
~subject:"Bootstrap-Verfahren"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bootstrap-Verfahren
Estimation theory
74
Schätztheorie
74
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34
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34
Time series analysis
14
Zeitreihenanalyse
14
Induktive Statistik
11
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11
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Nonparametric statistics
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Asymptotics
3
Autocorrelation
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3
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3
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Andrews, Donald W. K.
Gouriéroux, Christian
Härdle, Wolfgang
13
MacKinnon, James G.
13
Nielsen, Morten Ørregaard
12
Chen, Xiaohong
10
Cavaliere, Giuseppe
9
Koopman, Siem Jan
9
Lütkepohl, Helmut
9
Swanson, Norman R.
8
Webb, Matthew
8
Kitagawa, Toru
7
Taylor, Robert
7
Brandt, Michael W.
6
Corradi, Valentina
6
Horowitz, Joel
6
Kilian, Lutz
6
Lucas, André
6
Phillips, Peter C. B.
6
Teräsvirta, Timo
6
Van Keilegom, Ingrid
6
Wolf, Michael
6
Bibinger, Markus
5
Cattaneo, Matias D.
5
Chernozhukov, Victor
5
Croux, Christophe
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Hsu, Yu-Chin
5
Jansson, Michael
5
Pouzo, Demian
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Sibbertsen, Philipp
5
Spokojnyj, Vladimir G.
5
Wan, Yuanyuan
5
Alizadeh, Sassan
4
Arai, Yoichi
4
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4
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4
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Cowles Foundation discussion paper
6
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3
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2
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1
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ECONIS (ZBW)
11
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
The limit of finite-sample size and a problem with subsampling
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462548
Saved in:
4
Hybrid and size-corrected subsample methods
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462549
Saved in:
5
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.
;
Lieberman, Offer
-
2002
Persistent link: https://www.econbiz.de/10001694737
Saved in:
6
Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K.
-
2001
Persistent link: https://www.econbiz.de/10001622513
Saved in:
7
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K.
-
2001
-
Rev
Persistent link: https://www.econbiz.de/10001557980
Saved in:
10
On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
-
2000
Persistent link: https://www.econbiz.de/10001453387
Saved in:
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