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~subject:"Aggregation"
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Aggregation
Theorie
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Theory
31
Estimation theory
28
Schätztheorie
28
Time series analysis
23
Zeitreihenanalyse
23
Nichtparametrisches Verfahren
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Einheitswurzeltest
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Unit root test
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Panel
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Panel study
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Option pricing theory
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Dickey-Fuller test
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Elliptical densities
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GARCH Models
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Lagrange multiplier test
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count data
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English
4
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Drost, Feike C.
4
Nijman, Theodore E.
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Discussion paper / Center for Economic Research, Tilburg University
2
Econometric analysis of financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
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2
Temporal aggregation of GARCH processes
Drost, Feike C.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
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3
Temporal aggregation of time-series
Drost, Feike C.
- In:
Econometric analysis of financial markets
,
(pp. 11-21)
.
1994
Persistent link: https://www.econbiz.de/10001284439
Saved in:
4
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
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