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language:"eng"
subject:"Zeitreihenanalyse"
~person:"Shephard, Neil G."
~subject:"Monte Carlo simulation"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Monte Carlo simulation
Estimation theory
22
Schätztheorie
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7
Multivariate analysis
7
ARCH model
5
ARCH-Modell
5
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Shephard, Neil G.
Gao, Jiti
38
Koopman, Siem Jan
32
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
25
Johansen, Søren
22
Lütkepohl, Helmut
21
Maravall Herrero, Agustín
21
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
18
Kapetanios, George
17
Lucas, André
16
Pesaran, M. Hashem
15
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Peng, Bin
13
Schorfheide, Frank
13
Swanson, Norman R.
13
Herbst, Edward P.
12
Gómez, Víctor
11
Koop, Gary
11
Martin, Gael M.
11
Ooms, Marius
11
Kiviet, J. F.
10
Linton, Oliver
10
Marcellino, Massimiliano
10
Nielsen, Bent
10
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Caporale, Guglielmo Maria
9
Dijk, Herman K. van
9
Dong, Chaohua
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
9
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1
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
2
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579539
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
5
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
6
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
7
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
8
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
9
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
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