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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Brandt, Michael W."
~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
55
Schätztheorie
55
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32
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32
Time series analysis
13
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13
Volatility
11
Estimation
6
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Maximum likelihood estimation
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3
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3
Pseudo Maximum Likelihood
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3
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2
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Brandt, Michael W.
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
Andrews, Donald W. K.
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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Rodney L. White Center for Financial Research
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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
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
4
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
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
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
10
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
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