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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Cai, Zongwu"
~person:"Cavaliere, Giuseppe"
~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
159
Schätztheorie
159
Theorie
61
Theory
61
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Regression analysis
50
Regressionsanalyse
50
Estimation
33
Schätzung
33
Time series analysis
29
Bootstrap approach
17
Bootstrap-Verfahren
17
Statistical test
13
Statistischer Test
13
Nonparametric estimation
10
Volatility
10
Volatilität
10
Heteroscedasticity
9
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9
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8
Multivariate Analyse
8
Multivariate analysis
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Risikomaß
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7
Deutschland
7
Germany
7
Kausalanalyse
7
Option pricing theory
7
Optionspreistheorie
7
ARCH model
6
ARCH-Modell
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Statistical distribution
6
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6
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6
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28
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33
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Aufsatz im Buch
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33
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English
34
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Cai, Zongwu
Cavaliere, Giuseppe
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
Bauwens, Luc
8
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Working papers series in theoretical and applied economics
10
SFB 649 discussion paper
5
CREATES research paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / Department of Economics, University of Copenhagen
3
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2
CORE discussion paper : DP
2
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2
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2
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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
A nonparametric dynamic network via multivariate quantile autoregressions
Cai, Zongwu
;
Liu, Xiyuan
-
2022
Persistent link: https://www.econbiz.de/10013283992
Saved in:
4
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:
5
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
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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