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subject:"Volatility"
~institution:"University of California, San Diego / Department of Economics"
~subject:"ARCH-Modell"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Volatility
ARCH-Modell
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Schätzung
Estimation theory
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unconditional policy effect
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Time series analysis
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continuous time model
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distribution and density estimation
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University of California, San Diego / Department of Economics
National Bureau of Economic Research
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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International Energy Agency
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Economics
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Identification and estimation of unconditional policy effects of an endogenous binary treatment : an unconditional MTE approach
Martínez-Iriarte, Julián
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2021
Persistent link: https://www.econbiz.de/10012504094
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
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