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isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"CREATES research paper"
~subject:"Multivariate Analyse"
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Search: subject_exact:"Estimation theory"
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Multivariate Analyse
Estimation theory
206
Schätztheorie
206
Time series analysis
77
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Theorie
45
Theory
45
Nichtparametrisches Verfahren
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Teräsvirta, Timo
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion papers : DP
CREATES research paper
KBI
6
SFB 649 discussion paper
5
Discussion papers of interdisciplinary research project 373
4
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3
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Discussion paper / Center for Economic Research, Tilburg University
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Working paper / Department of Econometrics and Business Statistics, Monash University
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2
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2
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2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
5
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
Saved in:
6
Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003527551
Saved in:
7
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
8
Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai
-
1999
-
(Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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