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subject:"Wahrscheinlichkeitsrechnung"
~person:"Gouriéroux, Christian"
~person:"McAleer, Michael"
~person:"Singleton, Kenneth J."
~source:"econis"
~type:"book"
~type_genre:"Non-commercial literature"
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Wahrscheinlichkeitsrechnung
Estimation theory
71
Schätztheorie
71
Theorie
39
Theory
39
Time series analysis
17
Zeitreihenanalyse
17
Volatility
7
Volatilität
7
Core
5
Estimation
5
Schätzung
5
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Statistical theory
4
Statistische Methodenlehre
4
VAR model
4
VAR-Modell
4
ARCH model
3
ARCH-Modell
3
Box-Cox model
3
Composite Likelihood
3
Consistency
3
Hausman test
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Probability theory
3
Pseudo Maximum Likelihood
3
Sample selection bias
3
Schock
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Shock
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Stochastischer Prozess
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Gouriéroux, Christian
McAleer, Michael
Singleton, Kenneth J.
Einmahl, John H. J.
7
Haan, Laurens de
7
Hsu, Yu-Chin
4
Paolella, Marc S.
4
Arnold, Bernhard
3
Canay, Ivan A.
3
Daníelsson, Jón
3
Kamat, Vishal
3
Kaplan, David M.
3
Krämer, Walter
3
Lieli, Robert P.
3
Stahlecker, Peter
3
Vries, Casper G. de
3
Wooldridge, Jeffrey M.
3
Bai, Jun
2
Boucher, Vincent
2
Chen Zhou
2
Dijk, Herman K. van
2
Donald, Stephen G.
2
Elliott, Graham
2
Fernández, Carmen
2
Hofmann, Lonnie
2
Jakeman, Anthony J.
2
Kleibergen, Frank
2
Lian, Peng
2
Litvinova, Svetlana
2
Luo, Yao
2
Magnus, Jan R.
2
Martin, Vance
2
Mittnik, Stefan
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Otsu, Taisuke
2
Polasek, Wolfgang
2
Rachev, Svetlozar T.
2
Račev, Svetlozar T.
2
Runde, Ralf
2
Scaillet, Olivier
2
Silvapulle, Mervyn J.
2
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2
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Working papers in quantitative economics and econometrics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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1
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
2
Estimation and discrimination of alternative air pollution models
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830080
Saved in:
3
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
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