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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:"Modellierung"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Modellierung
Estimation theory
69
Schätztheorie
69
Theorie
27
Theory
27
Time series analysis
18
Zeitreihenanalyse
18
ARCH model
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Correlation
7
Korrelation
7
Regression analysis
6
Regressionsanalyse
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Linear algebra
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Lineare Algebra
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Probability theory
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Technical efficiency
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Technische Effizienz
5
Volatility
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Volatilität
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Wahrscheinlichkeitsrechnung
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Estimation
4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
Simulation
4
Analysis of variance
3
Causality analysis
3
Kausalanalyse
3
Scientific modelling
3
Statistical error
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Fehler
3
VAR model
3
VAR-Modell
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Graue Literatur
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Hafner, Christian M.
5
Preminger, Arie
5
Storti, Giuseppe
3
Bauwens, Luc
2
Bauwensa, Luc
1
Braione, Manuela
1
Jensen, Uwe
1
Laurent, Sébastien
1
Manner, Hans
1
Mouchart, Michel
1
Orsi, Renzo
1
Otranto, Edoardo
1
Simar, Léopold
1
Violante, Francesco
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Xu, Yongdeng
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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
25
CEMMAP working papers / Centre for Microdata Methods and Practice
23
CREATES research paper
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Cowles Foundation discussion paper
9
Econometrics papers
7
Economics discussion papers
6
Queen's Economics Department working paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Working paper series / University of Zurich, Department of Economics
6
Working papers
6
Working papers / Penn Institute for Economic Research
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion paper series / IZA
5
Discussion papers / Department of Economics, University of Copenhagen
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series
5
Working papers / Rutgers University, Department of Economics
5
CESifo working papers
4
Discussion paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion papers / CEPR
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
KBI
4
Working papers / Federal Reserve Bank of Boston
4
Barcelona GSE working paper series : working paper
3
Boston College working papers in economics
3
CEMFI working paper
3
CORE discussion paper : DP
3
Cambridge working papers in economics
3
Department of Economics discussion paper series / University of Oxford
3
Discussion papers of interdisciplinary research project 373
3
Econometric Institute research papers
3
Ensaios econômicos
3
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3
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ECONIS (ZBW)
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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
Building a structural model : parameterization and structurality
Mouchart, Michel
;
Orsi, Renzo
-
2015
Persistent link: https://www.econbiz.de/10011581832
Saved in:
8
The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian M.
;
Manner, Hans
;
Simar, Léopold
-
2015
Persistent link: https://www.econbiz.de/10011289979
Saved in:
9
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:
10
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
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