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~institution:"Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>"
~institution:"University of California, San Diego / Department of Economics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Statistical test
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Statistischer Test
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Time series analysis
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Volatility
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Volatilität
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F distribution
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Dette, Holger
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Pellatt, Daniel
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Sun, Yixiao
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Vetter, Mathias
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
University of California, San Diego / Department of Economics
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Centre for Analytical Finance <Århus>
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
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Business Information Centre <Toronto>
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Center for Economic Research <Tilburg>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Hamburgisches WeltWirtschaftsInstitut
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Institut for Finansiering <Frederiksberg>
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Institute of Finance and Accounting <London>
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International Workshop on Statistics and Finance <1999, Hongkong>
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Internationaler Währungsfonds / Asia and Pacific Department
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Internationaler Währungsfonds / Western Hemisphere Department
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Manchester Business School
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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The Wharton Financial Institutions Center
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University of Strathclyde / Department of Economics
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Westfälische Wilhelms-Universität Münster
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William Davidson Institute <Ann Arbor, Mich.>
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Zentrum für Europäische Wirtschaftsforschung
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
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Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
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