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type_genre:"Working Paper"
type_genre:"Übersichtsarbeit"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~subject:"Estimation theory"
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Estimation theory
Schätztheorie
5
1975-2000
1
ARCH model
1
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1
Aktienmarkt
1
Correlation
1
Investitionsrisiko
1
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Wolf, Michael
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Ledoit, Olivier
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
125
National Bureau of Economic Research
62
University of New England / Department of Econometrics
23
Ekonomiska forskningsinstitutet <Stockholm>
22
European University Institute / Department of Economics
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Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
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University of Exeter / Department of Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
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9
Institut für Weltwirtschaft
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Universitetet i Oslo / Økonomisk institutt
8
Rutgers University / Department of Economics
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European University Institute / Department of Law
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
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Chambre de commerce et d'industrie de Paris
5
Columbia University / Department of Economics
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Using composite estimators to improve both domain and total area estimation
Costa, Alex
(
contributor
);
Satorra, Albert
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110509
Saved in:
2
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
3
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
Saved in:
4
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Saved in:
5
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
Saved in:
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