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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"
~subject:"ARCH-Modell"
~subject:"Analysis of variance"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Analysis of variance
Estimation theory
69
Schätztheorie
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Theorie
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Theory
27
Time series analysis
18
Zeitreihenanalyse
18
ARCH model
9
Nichtparametrisches Verfahren
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Regression analysis
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Linear algebra
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Estimation
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Multivariate Analyse
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Multivariate analysis
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Schätzung
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Kausalanalyse
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Modellierung
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Scientific modelling
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Statistical error
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Statistical theory
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Statistische Methodenlehre
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Preminger, Arie
5
Hafner, Christian M.
4
Bauwens, Luc
3
Storti, Giuseppe
3
Otranto, Edoardo
2
Bauwensa, Luc
1
Braione, Manuela
1
Laurent, Sébastien
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion papers : DP
Discussion paper / Tinbergen Institute
20
CREATES research paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working papers
6
SFB 649 discussion paper
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper series
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
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 paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CORE discussion paper : DP
3
Cambridge working papers in economics
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Discussion papers of interdisciplinary research project 373
3
Econometrics papers
3
Economics discussion papers
3
Finance and economics discussion series
3
IWQW discussion paper series
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Queen's Economics Department working paper
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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
CEA_372Cass working paper series
2
Cambridge-INET working papers
2
Data science and service research discussion paper
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion papers in statistics and econometrics
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IES working paper
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
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:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
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:
5
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
6
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
7
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
8
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:
9
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
10
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
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