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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:"Econometrics papers"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Estimation theory
134
Schätztheorie
134
Nichtparametrisches Verfahren
34
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34
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28
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28
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22
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Hafner, Christian M.
5
Preminger, Arie
5
Linton, Oliver
3
Storti, Giuseppe
3
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2
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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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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion papers : DP
Econometrics papers
Discussion paper / Tinbergen Institute
17
CREATES research paper
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working paper series
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / Department of Economics, University of Copenhagen
4
Working papers
4
CORE discussion paper : DP
3
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3
Economics discussion papers
3
Finance and economics discussion series
3
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3
Queen's Economics Department working paper
3
SFB 649 discussion paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / University of Zurich, Department of Economics
3
Working papers on finance
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion papers of interdisciplinary research project 373
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
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2
IES working paper
2
NCER working paper series
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
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2
Waterloo economic series : working paper
2
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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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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:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
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:
4
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
5
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
6
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
7
Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649308
Saved in:
8
Estimation of a semiparametric IGARCH(1,1) model
Kim, Woocheol
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942459
Saved in:
9
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
10
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:
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