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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:"Volatilität"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
69
Schätztheorie
69
Theorie
27
Theory
27
Time series analysis
18
Zeitreihenanalyse
18
ARCH model
9
ARCH-Modell
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Correlation
7
Korrelation
7
Regression analysis
6
Regressionsanalyse
6
Linear algebra
5
Lineare Algebra
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Probability theory
5
Technical efficiency
5
Technische Effizienz
5
Volatility
5
Wahrscheinlichkeitsrechnung
5
Estimation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
Simulation
4
Analysis of variance
3
Causality analysis
3
Kausalanalyse
3
Modellierung
3
Scientific modelling
3
Statistical error
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Fehler
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VAR model
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Graue Literatur
Bibliography included
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English
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Bauwens, Luc
2
Hafner, Christian M.
2
Preminger, Arie
2
Mittnik, Stefan
1
Otranto, Edoardo
1
Paolella, Marc S.
1
Rachev, Svetlozar T.
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Račev, Svetlozar T.
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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
27
CREATES research paper
15
SFB 649 discussion paper
8
Documento de trabajo
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
GRIPS discussion papers
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Cambridge working papers in economics
4
Discussion papers / CEPR
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
KBI
4
Research paper series / Swiss Finance Institute
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers / Rutgers University, Department of Economics
4
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge-INET working papers
3
Cowles Foundation discussion paper
3
Discussion paper
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
3
Série des documents de travail
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Rodney L. White Center for Financial Research
3
CEA_372Cass working paper series
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
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1
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
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
4
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
5
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
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