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~subject:"Bayes-Statistik"
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Search: person:"PREMINGER, Arie"
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Bayes-Statistik
ARCH model
15
ARCH-Modell
15
Estimation theory
14
Schätztheorie
14
Bayesian inference
12
GARCH
10
Volatility
6
asymptotic normality
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consistency
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Theory
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Time series analysis
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Volatilität
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Exchange rate
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Markov chain
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Markov-Kette
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Markov-switching
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Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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Wechselkurs
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least squares estimation
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1)
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GARCH (1
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law of the iterated logarithm
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regime switching
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Censoring
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Duration
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Labor supply
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Limited dependence
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Lyapunov exponent
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Maximum likelihood estimation
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English
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Bauwens, Luc
4
Preminger, Arie
4
Rombouts, Jeroen V. K.
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Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
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The econometrics journal
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ECONIS (ZBW)
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526672
Saved in:
2
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557221
Saved in:
3
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
4
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003538781
Saved in:
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