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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Baldeaux, jan"
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
12
Schätztheorie
12
Theorie
9
Theory
9
Zeitreihenanalyse
4
Forecasting model
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Stochastic process
2
Stochastischer Prozess
2
3/2 model
1
Autocorrelation
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Autokorrelation
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Autoregressive root
1
Causality test
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Cointegration
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Consumer price index
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Economy of time
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Option pricing theory
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Statistical distribution
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Statistical test
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Statistical theory
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Statistische Methodenlehre
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Article in journal
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Baldeaux, jan
Phillips, Peter C. B.
Nelson, Daniel B.
4
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Foster, Dean P.
2
Gatheral, Jim
2
Hadri, Kaddour
2
Li, Jia
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Albani, Vinícius
1
Alvarez, Javier
1
Ammou, Samir Ben
1
Arellano, Manuel
1
Bai, Jushan
1
Bierens, Herman J.
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
Chen, Xiaohong
1
Ciogli, M.
1
Cooley, Thomas F.
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
Dufour, Jean-Marie
1
El Qalli, Yassine
1
Engle, Robert F.
1
Faust, Jon
1
Gallant, A. Ronald
1
Guhr, Thomas
1
Hamilton, James D.
1
Han, Chuan-Hsiang
1
Hansen, Bruce E.
1
Holtz-Eakin, Douglas
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of theoretical and applied finance
Journal of econometrics
11
Econometric theory
7
Econometric reviews
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford bulletin of economics and statistics
1
Special issue on new developments in time series econometrics
1
The econometrics journal
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The review of economic studies
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ECONIS (ZBW)
5
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1
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
2
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
3
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
4
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
5
Regression theory for near-integrated time series
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
5
,
pp. 1021-1043
Persistent link: https://www.econbiz.de/10001054010
Saved in:
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