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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Volatility"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Volatility
Estimation theory
80
Schätztheorie
80
Theorie
80
Theory
80
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Regression analysis
17
Regressionsanalyse
17
Time series analysis
17
Estimation
11
Schätzung
11
Stochastic process
11
Stochastischer Prozess
11
Deutschland
10
Germany
10
Statistical test
8
Statistischer Test
8
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7
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7
Markov chain
6
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6
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5
Großbritannien
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4
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3
Bootstrap-Verfahren
3
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3
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3
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3
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19
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Working Paper
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19
Graue Literatur
19
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19
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English
Author
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Spokojnyj, Vladimir G.
5
Härdle, Wolfgang
4
Breitung, Jörg
2
Salau, M. O.
2
Teyssière, Gilles
2
Tjostheim, Dag
2
Yang, Lijian
2
Bunke, Olaf
1
Candelon, Bertrand
1
Chen, Song Xi
1
Dankenbring, Henning
1
Franke, Jürgen
1
Grammig, Joachim
1
Gómez, Víctor
1
Herwartz, Helmut
1
Hjellvik, Vidar
1
Karlsen, Hans Arnfinn
1
Kleinow, Torsten
1
Liptser, R.
1
Mercurio, Danilo
1
Park, Byeong U.
1
Polzehl, Jörg
1
Tschernig, Rolf
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
106
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Cowles Foundation discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
25
Technical working paper / National Bureau of Economic Research
24
Working paper series
24
Discussion paper / Center for Economic Research, Tilburg University
23
Report / Econometric Institute, Erasmus University Rotterdam
19
Discussion papers of interdisciplinary research project 373
18
EUI working paper / ECO
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Working paper
16
CESifo working papers
15
Discussion papers / Department of Economics, University of Copenhagen
15
Discussion papers in economics
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
CORE discussion paper : DP
14
Série des documents de travail
14
Umeå economic studies
14
Working papers
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Queen's Economics Department working paper
13
Discussion paper
12
Working papers / Rutgers University, Department of Economics
12
Economics discussion papers
11
KBI
11
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
10
ECARES working paper
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Finance and economics discussion series
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers series in theoretical and applied economics
9
CORE discussion papers : DP
8
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ECONIS (ZBW)
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
4
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
5
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
6
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
7
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
8
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
9
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
10
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
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