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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Cai, Zongwu"
~person:"Feng, Yuanhua"
~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
75
Theory
75
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Regression analysis
58
Regressionsanalyse
58
Estimation
34
Schätzung
34
Time series analysis
30
Statistical test
12
Statistischer Test
12
Deutschland
11
Germany
11
Volatility
11
Volatilität
11
Nonparametric estimation
10
Bootstrap approach
9
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9
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8
Multivariate Analyse
8
Multivariate analysis
8
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8
Risikomaß
8
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7
Kausalanalyse
7
Option pricing theory
7
Optionspreistheorie
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6
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Statistische Verteilung
6
Stochastic process
6
Stochastischer Prozess
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5
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5
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32
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Working Paper
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35
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Cai, Zongwu
Feng, Yuanhua
Härdle, Wolfgang
Gao, Jiti
39
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
Kapetanios, George
14
Swanson, Norman R.
14
Hyndman, Rob J.
13
Peng, Bin
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
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dijk, Herman K. van
9
Dong, Chaohua
9
Miller, J. Isaac
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Zakoïan, Jean-Michel
9
Bauwens, Luc
8
Cavaliere, Giuseppe
8
Croux, Christophe
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
CIE working paper series
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CORE discussion paper : DP
2
Discussion papers of interdisciplinary research project 373
2
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1
CoFE discussion papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
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1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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ECONIS (ZBW)
35
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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
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
6
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
7
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
8
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:
9
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
10
A functional-coefficient VAR model for dynamic quantiles with constructing financial network
Cai, Zongwu
;
Liu, Xiyuan
-
2020
Persistent link: https://www.econbiz.de/10012312878
Saved in:
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