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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Aoki, Takaaki"
~person:"Di, Jianing"
~person:"Härdle, Wolfgang"
~person:"Lapshin, Victor"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätzung"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Schätzung
Statistischer Test
Estimation theory
5
Schätztheorie
5
Nonparametric statistics
4
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Anlageverhalten
1
Behavioural finance
1
Bond market
1
Einheitswurzeltest
1
Estimation
1
GARCH
1
Kaufkraftparität
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Optionspreistheorie
1
Purchasing power parity
1
Regression analysis
1
Regressionsanalyse
1
Rentenmarkt
1
Stochastic process
1
Stochastischer Prozess
1
Term structure of interest rates
1
Theorie
1
Theory
1
Unit root test
1
Volatility
1
Volatilität
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
automatic smoothing
1
bootstrap
1
conditional correlation
1
confidence band
1
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Aoki, Takaaki
Di, Jianing
Härdle, Wolfgang
Lapshin, Victor
Audrino, Francesco
2
Chen, Yi-ting
2
Ferreira, Eva
2
Murray, Christian J.
2
Papell, David H.
2
Abutaleb, Ahmed S.
1
Ahlgren, Niklas
1
Ahmad, Yamin
1
Ahsan, Tanveer
1
Antell, Jan
1
Aßmann, Christian
1
Balli, Hatice Ozer
1
Balter, Janine
1
Bampinas, Georgios
1
Baños-Pino, José
1
Birke, Melanie
1
Boonsaeng, Tullaya
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Cantarero-Prieto, David
1
Cappiello, Lorenzo
1
Carpio, Carlos E.
1
Carrasco, Marine
1
Castellón, César E.
1
Ceffer, Attila
1
Chen, Li-Hsueh
1
Chen, Sixia
1
Chen, W. D.
1
Choi, Pilsun
1
Choudhary, M. Ali
1
Chun, Sungju
1
Corsi, Fulvio
1
Croux, Christophe
1
Darvas, Zsolt M.
1
Denuit, Michel
1
Di Iorio, Francesca
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
21
Discussion papers of interdisciplinary research project 373
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Applied economics letters
3
CORE discussion paper : DP
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion paper / A
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics papers
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Higher School of Economics Research Paper
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
4
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1
A nonparametric method for term structure fitting with automatic smoothing
Kaushanskiy, Vadim
;
Lapshin, Victor
- In:
Applied economics
48
(
2016
)
58/60
,
pp. 5654-5666
Persistent link: https://www.econbiz.de/10011772026
Saved in:
2
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
3
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
4
An empirical analysis on the law of purchasing power parity and international economic deepening
Aoki, Takaaki
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2985-2993
Persistent link: https://www.econbiz.de/10010192331
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