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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Franses, Philip Hans"
~person:"Ghysels, Eric"
~person:"Sentana, Enrique"
~subject:"Statistical test"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatilität
Statistical test
Estimation theory
101
Schätztheorie
101
Theorie
45
Theory
45
Time series analysis
32
Zeitreihenanalyse
32
Statistischer Test
19
Volatility
11
Estimation
9
Schätzung
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
ARCH model
7
ARCH-Modell
7
Regression analysis
7
Regressionsanalyse
7
Saisonale Schwankungen
7
Seasonal variations
7
VAR model
7
VAR-Modell
7
Hessian matrix
6
Multivariate Verteilung
6
Multivariate distribution
6
Capital income
5
Cointegration
5
Generalized extremum tests
5
Kapitaleinkommen
5
Kointegration
5
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5
CAPM
4
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4
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4
GDI
4
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4
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18
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27
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29
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Franses, Philip Hans
Ghysels, Eric
Sentana, Enrique
Phillips, Peter C. B.
20
Amengual, Dante
16
Dufour, Jean-Marie
13
Fiorentini, Gabriele
12
Härdle, Wolfgang
12
Canay, Ivan A.
11
Koopman, Siem Jan
10
Chernozhukov, Victor
9
Hsu, Yu-Chin
9
Spokojnyj, Vladimir G.
9
Teräsvirta, Timo
9
Bugni, Federico A.
8
Cai, Zongwu
8
Kitagawa, Toru
8
Kristensen, Dennis
8
Xu, Yongdeng
8
Breunig, Christoph
7
Chen, Xiaohong
7
Dette, Holger
7
Hallin, Marc
7
Shi, Xiaoxia
7
Bibinger, Markus
6
Brandt, Michael W.
6
Hafner, Christian M.
6
Horowitz, Joel
6
Kleibergen, Frank
6
Lucas, André
6
Minford, Patrick
6
Sibbertsen, Philipp
6
Wan, Yuanyuan
6
Wickens, Michael R.
6
Andrews, Donald W. K.
5
Arai, Yoichi
5
Bei, Xinyue
5
Croux, Christophe
5
Dalla, Violetta
5
Diebold, Francis X.
5
Dijk, Dick van
5
Einmahl, John H. J.
5
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CEMFI working paper
12
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3
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2
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2
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1
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1
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1
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
29
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1
Highly irregular serial correlation tests
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2023
Persistent link: https://www.econbiz.de/10014383929
Saved in:
2
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2023
Persistent link: https://www.econbiz.de/10013499445
Saved in:
3
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
4
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2022
Persistent link: https://www.econbiz.de/10013540684
Saved in:
5
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
6
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
7
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:
8
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:
9
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
10
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
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