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type_genre:"Sammelwerk"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
1,400
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Handbook of financial time series
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Econometric analysis of financial and economic time series ; part a
2
Essays in honor of Jerry Hausman
2
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2
Fundamentals of marketing research ; Vol. 4
2
Handbook of partial least squares : concepts, methods and applications
2
Maximum likelihood estimation of misspecified models : twenty years later
2
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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2
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Annals of operations research ; volume 289, number 2 (June 2020)
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Cu - Hi
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Econometric analysis of quantile regression models and networks : with empirical applications
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Economics essays : a Festschrift for Werner Hildenbrand
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ECONIS (ZBW)
133
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11
Nonparametric additive beta regression for fractional response with application to body fat data
Fang, Kuangnan
;
Fan, Xinyan
;
Lan, Wei
;
Wang, Bingquan
- In:
Computational biomedicine
,
(pp. 331-347)
.
2019
Persistent link: https://www.econbiz.de/10012017795
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12
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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13
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
14
Linear regression for predictive analytics
Laha, Arnab Kumar
- In:
Advances in analytics and applications
,
(pp. 13-19)
.
2019
Persistent link: https://www.econbiz.de/10011974408
Saved in:
15
OLS : is that so useless for regression with categorical data?
Biswas, Atanu
;
Das, Samarjit
;
Das, Soumyadeep
- In:
Advances in analytics and applications
,
(pp. 227-242)
.
2019
Persistent link: https://www.econbiz.de/10011974465
Saved in:
16
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
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17
An alternate parpameterization for Bayesian nonparametric/semiparametric regression
Tobias, Justin L.
;
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012244166
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18
Variable selection in sparse semiparametric single index models
Chu, Jianghao
;
Lee, Tae-hwy
;
Ullah, Aman
-
2019
Persistent link: https://www.econbiz.de/10012244169
Saved in:
19
Estimation and applications of quantile regression for binary longitudinal data
Rahman, Mohammad Arshad
;
Vossmeyer, Angela
-
2019
Persistent link: https://www.econbiz.de/10012244175
Saved in:
20
On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit
;
Dhar, Subhra Sankar
;
Mitra, Amit
-
2019
Persistent link: https://www.econbiz.de/10012244179
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