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subject:"Volatility"
~isPartOf:"CREATES research paper"
~subject:"Germany"
~subject:"Nonlinear regression"
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Search: subject_exact:"Estimation theory"
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Volatility
Germany
Nonlinear regression
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
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21
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21
Graue Literatur
21
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21
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21
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English
21
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Teräsvirta, Timo
8
Silvennoinen, Annastiina
3
Kang, Jian
2
Kristensen, Dennis
2
Kruse, Robinson
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Callot, Laurent
1
Caner, Mehmet
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
He, Changli
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kock, Anders Bredahl
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Riquelme, Juan Andres
1
Rossi, Eduardo
1
Sandberg, Rickard
1
Santucci de Magistris, Paolo
1
Seong, Dakyung
1
Taylor, Robert
1
Todorov, Viktor
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
Wade, Glen
1
Yang, Yukai
1
Zhang, Shuhua
1
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CREATES research paper
Discussion paper / Tinbergen Institute
36
NBER Working Paper
21
NBER working paper series
19
Discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Europäische Hochschulschriften / 5
15
SFB 649 discussion paper
14
Discussion papers of interdisciplinary research project 373
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Discussion paper series / IZA
12
Cowles Foundation discussion paper
10
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Centre for Economic Policy Research
9
Schriften zur angewandten Ökonometrie
9
Working papers
9
GRIPS discussion papers
8
Kieler Arbeitspapiere
8
Reihe Quantitative Ökonomie : Ökon
8
Working paper
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Department of Economics, University of California San Diego
7
Documento de trabajo
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Cambridge working papers in economics
6
Discussion papers / CEPR
6
Diskussionsbeiträge / 2
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
EUI working paper / ECO
6
SpringerLink / Bücher
6
CESifo working papers
5
CORE discussion papers : DP
5
Discussion paper / Centre for Economic Forecasting
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
ERID working paper
5
IES working paper
5
Research paper series / Swiss Finance Institute
5
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
5
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ECONIS (ZBW)
21
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
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:
4
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
5
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
6
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
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/10011373232
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
9
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
10
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
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