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~subject:"Schätztheorie"
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Schätztheorie
Theorie
43
Theory
42
Estimation theory
22
South Korea
20
Südkorea
20
Regressionsanalyse
18
Regression analysis
16
Kapitaleinkommen
14
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13
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13
Einheitswurzeltest
13
Time series analysis
13
Unit root test
13
Zeitreihenanalyse
13
Corporate Governance
12
Schätzung
12
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11
Portfolio selection
9
Portfolio-Management
9
Welt
9
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9
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Emerging economies
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5
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5
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8
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8
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6
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English
22
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Kim, Tae-hwan
14
Kim, Tae-Hwan
8
White, Halbert
8
Newbold, Paul
4
Kim, Yunmi
3
Manganelli, Simone
3
White, Jr., Halbert L.
3
Leybourne, Stephen J.
2
Cho, Jin Seo
1
Ergün, Tolga
1
Huo, Lijuan
1
Lee, Dong Jin
1
Lee, Young-Sook
1
Mizen, Paul
1
Muller, Christophe
1
Noh, Jaesun
1
Pfaffenzeller, Stephan
1
Rayner, Tony
1
Shin, Yongcheol
1
Stone, Douglas
1
Vougas, Dimitrios
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Discussion paper / Department of Economics, University of California San Diego
4
Finance research letters
3
Journal of econometrics
2
Applied economics letters
1
ECB Working Paper
1
Financial markets and portfolio management
1
Journal of economic dynamics & control
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Working paper series / European Central Bank
1
Working papers / Instituto Valenciano de Investigaciones Económicas
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ECONIS (ZBW)
22
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1
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
2
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
3
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
Saved in:
4
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
5
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
6
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
7
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
8
Two-stage Huber estimation
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10002816264
Saved in:
9
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 107-132)
.
2003
Persistent link: https://www.econbiz.de/10001916288
Saved in:
10
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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