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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Bauwens, Luc"
~person:"Cai, Zongwu"
~person:"Härdle, Wolfgang"
~subject:"Risk measure"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Risk measure
Estimation theory
170
Schätztheorie
170
Theorie
69
Theory
69
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Regression analysis
51
Regressionsanalyse
51
Estimation
31
Schätzung
31
Time series analysis
29
Statistical test
12
Statistischer Test
12
Nonparametric estimation
10
Volatility
10
Volatilität
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Forecasting model
9
Multivariate Analyse
9
Multivariate analysis
9
Prognoseverfahren
9
Risikomaß
8
Stochastic process
8
Stochastischer Prozess
8
Causality analysis
7
Correlation
7
Deutschland
7
Germany
7
Kausalanalyse
7
Korrelation
7
Option pricing theory
7
Optionspreistheorie
7
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
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5
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25
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Book / Working Paper
33
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Aufsatz im Buch
Working Paper
Arbeitspapier
33
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31
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31
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15
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English
34
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Bauwens, Luc
Cai, Zongwu
Härdle, Wolfgang
Gao, Jiti
40
Koopman, Siem Jan
33
Phillips, Peter C. B.
27
Johansen, Søren
24
Nielsen, Morten Ørregaard
24
Maravall Herrero, Agustín
23
Lütkepohl, Helmut
22
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
19
Gouriéroux, Christian
16
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Swanson, Norman R.
14
Hyndman, Rob J.
13
Pesaran, M. Hashem
13
Linton, Oliver
12
Brännäs, Kurt
11
Gómez, Víctor
11
Koop, Gary
11
Nielsen, Bent
11
Ooms, Marius
11
Martin, Gael M.
10
Miller, J. Isaac
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dijk, Herman K. van
9
Dong, Chaohua
9
Feng, Yuanhua
9
Giraitis, Liudas
9
Li, Degui
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Zakoïan, Jean-Michel
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Working papers series in theoretical and applied economics
10
CORE discussion paper : DP
7
SFB 649 discussion paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion papers of interdisciplinary research project 373
2
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1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
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ECONIS (ZBW)
34
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
4
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
5
Testing conditional independence in macroeconomic policy evaluation for time series data
Fang, Ying
;
Lin, Ming
;
Tang, Shengfang
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012663950
Saved in:
6
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
7
Semiparametric estimation and model selection for conditional mixture copula models
Liu, Guannan
;
Long, Wei
;
Yang, Bingduo
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425393
Saved in:
8
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
9
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
10
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
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