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Die verallgemeinerte Momentenmethode (Generalized Method of Moments - GMM) : Darstellung und Anwendung

Becker, Ralf - 1998

In dieser Arbeit wird die Schätzmethode der Verallgemeinerten Momente (Generalized Method of Moments - GMM) vorgestellt. Neben der formalen Darstellung wird besonderes Augenmerk auf die notwendige Schätzung der Gewichtungsmatrix und auf Testmethoden im Rahmen der GMM gelegt. Anhand einer...

Persistent link: https://www.econbiz.de/10010489372

Die verallgemeinerte Momentenmethode : Darstellung und Anwendung

Becker, Ralf - 1998

Persistent link: https://www.econbiz.de/10000988652

On the informational efficiency of S&P500 implied volatility

Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153

Persistent link: https://www.econbiz.de/10003334337

A nonparametric approach to forecasting realized volatility

Clements, Adam; Becker, Ralf - 2009

Persistent link: https://www.econbiz.de/10003880632

Forecast performance of implied volatility and the impact of the volatility risk premium

Becker, Ralf; Clements, Adam; Coleman-Fenn, Christopher - 2009

Persistent link: https://www.econbiz.de/10003880636

Semi-parametric forecasting of realized volatility

Becker, Ralf; Clements, Adam; Hurn, Stan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10009521204

The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

Bårdsen, Gunnar; Becker, Ralf; Hurn, Stan - In: Contemporary issues in economics and econometrics : …, (pp. 147-161). 2004

Persistent link: https://www.econbiz.de/10002544738

Weighted smooth transition regressions

Becker, Ralf; Osborn, Denise R. - In: Journal of applied econometrics 27 (2012) 5, pp. 795-811

Persistent link: https://www.econbiz.de/10010219730

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