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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~person:"Gouriéroux, Christian"
~subject:"Asset management"
~subject:"Kapitaleinkommen"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Asset management
Kapitaleinkommen
Nichtparametrisches Verfahren
Estimation theory
52
Schätztheorie
52
Theorie
29
Theory
29
Time series analysis
16
Estimation
6
Risikomanagement
6
Risk management
6
Schätzung
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Core
5
Risikomaß
5
Risk measure
5
Identification
4
Schock
4
Shock
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Stochastic process
3
Stochastischer Prozess
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Börsenkurs
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
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Free
10
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Book / Working Paper
21
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Non-commercial literature
Arbeitspapier
23
Working Paper
23
Graue Literatur
21
Article in journal
13
Aufsatz in Zeitschrift
13
Amtsdruckschrift
4
Government document
4
Collection of articles of several authors
3
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English
21
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Engle, Robert F.
Gouriéroux, Christian
Gao, Jiti
59
Linton, Oliver
44
Härdle, Wolfgang
41
Phillips, Peter C. B.
35
Koopman, Siem Jan
30
Chen, Xiaohong
29
Nielsen, Morten Ørregaard
25
Newey, Whitney K.
24
Cai, Zongwu
23
Dette, Holger
23
Kapetanios, George
23
Hoderlein, Stefan
22
Johansen, Søren
22
Maravall Herrero, Agustín
21
Otsu, Taisuke
21
Sibbertsen, Philipp
21
Lütkepohl, Helmut
20
Horowitz, Joel
18
Teräsvirta, Timo
18
Franses, Philip Hans
17
Peng, Bin
17
Chernozhukov, Victor
16
Feng, Yuanhua
16
Lewbel, Arthur
16
Li, Degui
15
Lucas, André
15
Mammen, Enno
15
Koop, Gary
14
Marcellino, Massimiliano
14
Spokojnyj, Vladimir G.
14
Florens, Jean-Pierre
13
Pesaran, M. Hashem
13
Racine, Jeffrey
13
Swanson, Norman R.
13
Van Keilegom, Ingrid
13
Beran, Jan
12
Breunig, Christoph
12
Brännäs, Kurt
12
Gooijer, Jan G. de
12
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Working paper / National Bureau of Economic Research, Inc.
2
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
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ECONIS (ZBW)
21
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Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
7
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
8
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
9
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
10
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
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