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Zeitreihenanalyse
Multiple regression
318
Multiple Regression
310
Schätztheorie
233
Theorie
228
Estimation theory
216
Theory
204
Regressionsanalyse
166
Regression analysis
164
Nichtparametrisches Verfahren
130
multiple regression
130
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116
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109
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100
Schätzung
92
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89
sparsity
88
variance reduction
83
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79
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77
kernel smoothing
73
bandwidth selection
65
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64
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62
local linear regression
62
Variance reduction
55
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54
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42
Factor analysis
38
Optionspreistheorie
38
USA
38
United States
38
Faktorenanalyse
36
Option pricing theory
34
Simulation
33
Volatility
32
non-parametric regression
32
Local linear regression
31
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English
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German
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Feng, Yuanhua
16
Beran, Jan
7
Heiler, Siegfried
6
Ravazzolo, Francesco
4
Huber, Florian
3
Kim, Donggyu
3
Koop, Gary
3
Onorante, Luca
3
Vespignani, Joaquin
3
Croux, Christophe
2
Dallmann, Holger
2
Fan, Jianqing
2
Ferrari, Davide
2
Ferrario, Davide L.
2
Gries, Thomas
2
Hautsch, Nikolaus
2
Kim, Min Seong
2
Li, Han
2
O'Hare, Colin
2
Okhrin, Ostap
2
Peel, David
2
Ristig, Alexander
2
Sarno, Lucio
2
Taylor, Mark P.
2
Weigand, Roland
2
Ahmad, Shakeel
1
Andelković-Pešić, Marija
1
Andrle, Michal
1
Asghar, Muhammad Zubair
1
Bailey, Natalia
1
Bessler, David A.
1
Bitto, Angela
1
Boswijk, Herman Peter
1
Bratu, Mihaela
1
Brůha, Jan
1
Bu, Ruijun
1
Cai, Zongwu
1
Chen Zhou
1
Cheng, Tingting
1
Chib, Siddhartha
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CFA Institute <Charlottesville, Va.>
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Journal of econometrics
10
CoFE discussion papers
6
International journal of forecasting
5
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4
CoFE Discussion Paper
4
Diskussionsbeiträge - Serie II
3
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Schriften zum Steuer-, Rechnungs- und Prüfungswesen
2
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1
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1
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1
Economics letters
1
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1
Facta Universitatis / Series economics and organization / University of Niš
1
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1
Insurance / Mathematics & economics
1
International economic review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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1
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1
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1
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1
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1
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1
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1
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1
KBI
1
Quantitative finance
1
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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SFB 373 Discussion Paper
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ECONIS (ZBW)
76
EconStor
9
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
2014
with a penalization approach yielding
sparsity
and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010237679
Saved in:
3
Efficient iterative maximum likelihood estimation of high-parameterized time series models
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
-
2014
with a penalization approach yielding
sparsity
and reducing model complexity. Small sample properties of the estimator are …
Persistent link: https://www.econbiz.de/10010235324
Saved in:
4
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
5
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2021
Persistent link: https://www.econbiz.de/10013179342
Saved in:
6
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2019
Persistent link: https://www.econbiz.de/10012224686
Saved in:
7
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
8
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespignani, …
-
2019
Persistent link: https://www.econbiz.de/10012175973
Saved in:
9
Multivariate autoregressive modeling of time series count data using copulas
Heinen, Andréas
;
Rengifo, Erick W.
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 564-583
Persistent link: https://www.econbiz.de/10003609942
Saved in:
10
Predicting net discount rates : a comparison of professional forecasts, time-series forecasts and traditional methods
Cushing, Matthew Jonathan
;
Rosenbaum, David Ira
- In:
Journal of forensic economics
21
(
2010
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10009305411
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