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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:"Discussion papers / CEPR"
~person:"Preminger, Arie"
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Estimation theory
7
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2
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GARCH (1,1)
1
Kleinste-Quadrate-Methode
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asymptotic normality
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consistency
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Preminger, Arie
Hafner, Christian M.
9
Marcellino, Massimiliano
7
Van Bellegem, Sébastien
7
Bauwens, Luc
6
Jensen, Uwe
5
Hansen, Gerd
4
Kurz-Kim, Jeong-Ryeol
4
Mittnik, Stefan
4
Paolella, Marc S.
4
Storti, Giuseppe
4
Aguirregabiria, Victor
3
Bouezmarni, Taoufik
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Carriero, Andrea
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Clark, Todd E.
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Johannes, Jan
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Kapetanios, George
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3
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3
Rachev, Svetlozar T.
3
Račev, Svetlozar T.
3
Schneider, Wolfgang
3
Sentana, Enrique
3
Amengual, Dante
2
Auclert, Adrien
2
Bardoczy, Bence
2
Dendramis, Yiannis
2
Fernández-Villaverde, Jesús
2
Florea, Mihai I.
2
Galli, Fausto
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Iaria, Alessandro
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Linton, Oliver
2
Mohr, Walter
2
Mouchart, Michel
2
Neumann, Thorsten
2
Orsi, Renzo
2
Otranto, Edoardo
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion papers : DP
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Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
2
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
3
A note on the Tobit model in the presence of a duration variable
Hafner, Christian M.
;
Preminger, Arie
-
2014
Persistent link: https://www.econbiz.de/10010385188
Saved in:
4
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
Saved in:
5
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
6
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
7
A model selection method for S-estimation
Preminger, Arie
(
contributor
);
Sakata, Shinichi
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003293598
Saved in:
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