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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Chan, Joshua"
~person:"Sentana, Enrique"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
45
Schätztheorie
45
Statistical test
19
Statistischer Test
19
Time series analysis
10
Zeitreihenanalyse
10
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Theorie
8
Theory
8
VAR model
8
VAR-Modell
8
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Estimation
6
Hessian matrix
6
Multivariate Analyse
6
Multivariate analysis
6
Schätzung
6
Generalized extremum tests
5
Multivariate Verteilung
5
Multivariate distribution
5
ARCH model
4
ARCH-Modell
4
Correlation
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
outer product of the score
4
Exact test
3
GDI
3
GDP
3
Gaussian process
3
Gauß-Prozess
3
Markov chain
3
Markov-Kette
3
Method of moments
3
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7
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Chan, Joshua
Sentana, Enrique
Koopman, Siem Jan
9
Brandt, Michael W.
6
Härdle, Wolfgang
6
Lucas, André
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Spokojnyj, Vladimir G.
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Leon-Gonzalez, Roberto
4
Malec, Peter
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Bos, Charles S.
3
Corsi, Fulvio
3
Fernández-Villaverde, Jesús
3
Franses, Philip Hans
3
Gather, Ursula
3
Gelper, Sarah
3
Gorgi, Paolo
3
Herwartz, Helmut
3
Jasiak, Joann
3
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Discussion papers / CEPR
2
GRIPS discussion papers
2
CAMA working paper series
1
CEMFI working paper
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
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ECONIS (ZBW)
7
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1
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:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
4
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
5
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
6
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
7
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
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