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subject:"Zeitreihenanalyse"
~person:"Bauwens, Luc"
~person:"Li, Degui"
~subject:"Kapitaleinkommen"
~subject:"Stichprobenerhebung"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Stichprobenerhebung
Volatility
Estimation theory
34
Schätztheorie
34
Time series analysis
18
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Correlation
9
Korrelation
9
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
Estimation
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
VAR model
4
VAR-Modell
4
Volatilität
4
Analysis of variance
3
Business network
3
Börsenkurs
3
Hadamard exponential matrix
3
Linear algebra
3
Lineare Algebra
3
Share price
3
Statistical theory
3
Statistische Methodenlehre
3
Unternehmensnetzwerk
3
Varianzanalyse
3
ARMA model
2
ARMA-Modell
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Cluster analysis
2
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22
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Non-commercial literature
Graue Literatur
22
Arbeitspapier
21
Working Paper
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English
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Bauwens, Luc
Li, Degui
Gao, Jiti
39
Koopman, Siem Jan
31
Phillips, Peter C. B.
28
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Kapetanios, George
19
Sibbertsen, Philipp
19
Franses, Philip Hans
18
Härdle, Wolfgang
18
Linton, Oliver
18
Lucas, André
16
Peng, Bin
16
Gouriéroux, Christian
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Brakel, Jan A. van den
14
Diebold, Francis X.
14
Brännäs, Kurt
12
Koop, Gary
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Croux, Christophe
11
Hyndman, Rob J.
11
Blasques, Francisco
10
Gómez, Víctor
10
Marcellino, Massimiliano
10
Martin, Gael M.
10
Ooms, Marius
10
Sentana, Enrique
10
Beran, Jan
9
Brandt, Michael W.
9
Cai, Zongwu
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Monfort, Alain
9
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion paper : DP
4
CORE discussion papers : DP
3
Cambridge working papers in economics
2
Cowles Foundation discussion paper
2
Discussion papers in economics
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
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ECONIS (ZBW)
22
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
6
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:
7
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
8
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
9
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
10
New semiparametric estimation procedure for functional coefficient longitudinal data models
Chen, Jia
;
Li, Degui
;
Xia, Yingcun
-
2015
Persistent link: https://www.econbiz.de/10011411615
Saved in:
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