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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Corsi, Fulvio"
~person:"Daníelsson, Jón"
~person:"Phillips, Peter C. B."
~person:"Teräsvirta, Timo"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatilität
Theory
Estimation theory
140
Schätztheorie
140
Time series analysis
47
Zeitreihenanalyse
47
Theorie
41
Regression analysis
33
Regressionsanalyse
33
Statistical test
23
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17
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17
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51
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Corsi, Fulvio
Daníelsson, Jón
Phillips, Peter C. B.
Teräsvirta, Timo
Härdle, Wolfgang
59
Pesaran, M. Hashem
32
Franses, Philip Hans
30
Swanson, Norman R.
26
Gouriéroux, Christian
25
Maravall Herrero, Agustín
23
Imbens, Guido
22
Kohn, Robert
19
Heckman, James J.
18
Robert, Christian P.
18
Stahlecker, Peter
18
McAleer, Michael
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
Diebold, Francis X.
15
Giles, David E. A.
15
Lucas, André
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Koopman, Siem Jan
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Brännäs, Kurt
12
Feng, Yuanhua
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Monfort, Alain
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Dijk, Dick van
11
Dufour, Jean-Marie
11
Mammen, Enno
11
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ECONIS (ZBW)
51
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
8
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
9
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
10
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
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