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type_genre:"Arbeitspapier"
type_genre:"No longer published / No longer aquired"
~accessRights:"free"
~person:"Hafner, Christian M."
~person:"Peng, Bin"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Estimation theory
44
Schätztheorie
44
Time series analysis
16
Zeitreihenanalyse
16
ARCH model
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Estimation
8
Schätzung
8
Panel
7
Panel study
7
Correlation
6
Korrelation
6
Asymptotic theory
4
Nonparametric Kernel Estimation
4
Theorie
4
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4
VAR model
4
VAR-Modell
4
Volatility
4
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4
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3
Linear algebra
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Portfolio selection
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Welt
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World
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Asymptotic Theory
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Correlation Matrix
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Arbeitspapier
No longer published / No longer aquired
Working Paper
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Graue Literatur
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English
9
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Hafner, Christian M.
Peng, Bin
Teräsvirta, Timo
8
Audrino, Francesco
7
Linton, Oliver
6
Rahbek, Anders
6
Sheppard, Kevin
6
Engle, Robert F.
5
Nielsen, Morten Ørregaard
5
Preminger, Arie
5
Trojani, Fabio
5
Cavaliere, Giuseppe
4
Koopman, Siem Jan
4
Lütkepohl, Helmut
4
Ooms, Marius
4
Pedersen, Rasmus Søndergaard
4
Shephard, Neil G.
4
Silvennoinen, Annastiina
4
Violante, Francesco
4
Bauwens, Luc
3
Gorgi, Paolo
3
Grassi, Stefano
3
Lucas, André
3
McAleer, Michael
3
Storti, Giuseppe
3
Taylor, Robert
3
Tinkl, Fabian
3
Amado, Cristina
2
Amilon, Henrik
2
Boswijk, Herman Peter
2
Bühlmann, Peter
2
Carnero, M. Angeles
2
Chang, Chia-Lin
2
Dijk, Dick van
2
Doornik, Jurgen A.
2
Feng, Yuanhua
2
Fornari, Fabio
2
Franses, Philip Hans
2
Giacomini, Raffaella
2
Gottschling, Andreas
2
Häfke, Christian
2
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Econometrisch Instituut <Rotterdam>
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CORE discussion papers : DP
4
CORE discussion paper : DP
2
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2
Econometrics papers
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ECONIS (ZBW)
9
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1
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
2
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
3
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
4
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
5
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
6
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
7
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
8
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
9
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
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