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subject:"Volatility"
~language:"eng"
~person:"Einmahl, John H. J."
~subject:"Heteroscedasticity"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Volatility
Heteroscedasticity
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Schätzung
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Estimation theory
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Einmahl, John H. J.
Phillips, Peter C. B.
32
Gao, Jiti
26
Sentana, Enrique
25
Pesaran, M. Hashem
22
Cai, Zongwu
20
Härdle, Wolfgang
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Kapetanios, George
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Linton, Oliver
19
Marcellino, Massimiliano
18
Amengual, Dante
16
Dette, Holger
15
Fiorentini, Gabriele
14
Hsu, Yu-Chin
14
Koopman, Siem Jan
14
Lütkepohl, Helmut
14
Hallin, Marc
13
Kitagawa, Toru
13
Swanson, Norman R.
13
Chernozhukov, Victor
12
Diebold, Francis X.
12
Canay, Ivan A.
11
Dufour, Jean-Marie
11
Giraitis, Liudas
11
Nielsen, Morten Ørregaard
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Sibbertsen, Philipp
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Hoderlein, Stefan
10
Koop, Gary
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Kristensen, Dennis
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Lechner, Michael
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Berg, Gerard J. van den
9
Croux, Christophe
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Horowitz, Joel
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Schorfheide, Frank
9
Taylor, Robert
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Weidner, Martin
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Wickens, Michael R.
9
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ECONIS (ZBW)
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1
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
3
Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
Saved in:
4
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2017
Persistent link: https://www.econbiz.de/10011764588
Saved in:
7
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
8
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
9
Empirical likelihood based hypothesis testing
Einmahl, John H. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718063
Saved in:
10
Testing for bivariate spherical symmetry
Einmahl, John H. J.
;
Gantner, Maria
-
2010
Persistent link: https://www.econbiz.de/10003992218
Saved in:
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