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subject:"Volatilität"
~person:"Corsi, Fulvio"
~person:"Daníelsson, Jón"
~person:"Dijk, Dick van"
~person:"Fernández-Villaverde, Jesús"
~person:"Foster, Dean P."
~person:"Gouriéroux, Christian"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Volatilität
Kapitaleinkommen
Estimation theory
188
Schätztheorie
188
Theorie
79
Theory
79
Time series analysis
45
Zeitreihenanalyse
45
Volatility
35
Estimation
32
Schätzung
31
Dynamic equilibrium
18
Dynamisches Gleichgewicht
18
Bayes-Statistik
15
Bayesian inference
15
Risikomanagement
13
Risk management
13
Capital income
11
Correlation
11
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11
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11
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11
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10
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10
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10
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10
USA
10
United States
10
Induktive Statistik
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Statistical inference
9
VAR model
9
VAR-Modell
9
DSGE model
8
DSGE-Modell
8
Probability theory
8
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8
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Free
14
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5
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Book / Working Paper
29
Article
11
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Arbeitspapier
23
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23
Graue Literatur
22
Non-commercial literature
22
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10
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10
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1
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1
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1
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English
40
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Corsi, Fulvio
Daníelsson, Jón
Dijk, Dick van
Fernández-Villaverde, Jesús
Foster, Dean P.
Gouriéroux, Christian
Diebold, Francis X.
24
Koopman, Siem Jan
21
Brandt, Michael W.
20
Todorov, Viktor
19
Li, Jia
17
Li, Yingying
17
Linton, Oliver
17
Kumar, Dilip
16
Maheswaran, S.
16
Teräsvirta, Timo
16
Tauchen, George Eugene
15
Hafner, Christian M.
13
Härdle, Wolfgang
12
Kim, Donggyu
12
Andersen, Torben
11
Ghysels, Eric
11
Mancino, Maria Elvira
11
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Xu, Ke-Li
9
Alizadeh, Sassan
8
Francq, Christian
8
Gao, Jiti
8
Hurvich, Clifford M.
8
Nolte, Ingmar
8
Sentana, Enrique
8
Stambaugh, Robert F.
8
Wang, Yazhen
8
Zheng, Xinghua
8
Ardia, David
7
Bibinger, Markus
7
Bollerslev, Tim
7
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National Bureau of Economic Research
2
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1
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Discussion paper / Tinbergen Institute
5
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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2
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2
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2
Annales d'économie et de statistique
1
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1
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
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1
Documentos de trabajo / Fundación de Estudios de Economía Aplicada
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER technical working paper series
1
NBER working paper series
1
Quaderni del Dipartimento di economia politica e statistica
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Research paper series / Swiss Finance Institute
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
TRACE discussion papers / Tinbergen Institute
1
Technical working paper / National Bureau of Economic Research
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series economics and econometrics
1
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31
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
32
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
33
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
34
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
35
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
36
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
37
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10001769603
Saved in:
38
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
39
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899212
Saved in:
40
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
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