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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Cai, Zongwu"
~person:"Härdle, Wolfgang"
~subject:"Bootstrap-Verfahren"
~subject:"Risk measure"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Bootstrap-Verfahren
Risk measure
Estimation theory
149
Schätztheorie
149
Theorie
61
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61
Nichtparametrisches Verfahren
54
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50
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Option pricing theory
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Cai, Zongwu
Härdle, Wolfgang
Gao, Jiti
40
Koopman, Siem Jan
33
Nielsen, Morten Ørregaard
32
Phillips, Peter C. B.
30
Lütkepohl, Helmut
26
Johansen, Søren
24
Maravall Herrero, Agustín
23
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Swanson, Norman R.
19
Teräsvirta, Timo
19
Gouriéroux, Christian
16
Lucas, André
16
Peng, Bin
16
Chen, Xiaohong
15
Kapetanios, George
15
Hyndman, Rob J.
14
MacKinnon, James G.
14
Linton, Oliver
13
Pesaran, M. Hashem
13
Kilian, Lutz
12
Brännäs, Kurt
11
Corradi, Valentina
11
Gómez, Víctor
11
Koop, Gary
11
Nielsen, Bent
11
Ooms, Marius
11
Cavaliere, Giuseppe
10
Martin, Gael M.
10
Miller, J. Isaac
10
Spokojnyj, Vladimir G.
10
Taylor, Robert
10
Beran, Jan
9
Blasques, Francisco
9
Chernozhukov, Victor
9
Dijk, Herman K. van
9
Dong, Chaohua
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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12
SFB 649 discussion paper
7
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5
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4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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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 quasi synthetic control method for nonlinear models
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Wu, Zixuan
-
2023
Persistent link: https://www.econbiz.de/10014280802
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
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
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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