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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~subject:"Volatility"
~type_genre:"Working Paper"
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Schätztheorie
Volatility
Theorie
146
Theory
146
Time series analysis
63
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63
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42
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42
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29
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English
32
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Franses, Philip Hans
Härdle, Wolfgang
77
McAleer, Michael
41
Diebold, Francis X.
40
Pesaran, M. Hashem
39
Koopman, Siem Jan
31
Bollerslev, Tim
30
Swanson, Norman R.
28
Phillips, Peter C. B.
26
Andersen, Torben
25
Gouriéroux, Christian
25
Lucas, André
25
Maravall Herrero, Agustín
23
Imbens, Guido
22
Lux, Thomas
21
Kohn, Robert
20
Chiarella, Carl
18
Heckman, James J.
18
Lütkepohl, Helmut
18
Marcellino, Massimiliano
18
Stahlecker, Peter
18
Bauwens, Luc
17
Robert, Christian P.
17
Fernández-Villaverde, Jesús
16
Kleibergen, Frank
16
Spokojnyj, Vladimir G.
16
Dijk, Dick van
15
Giles, David E. A.
15
Mittnik, Stefan
15
Scaillet, Olivier
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Hafner, Christian M.
14
Kilian, Lutz
14
Schmid, Wolfgang
14
Zakoïan, Jean-Michel
14
Aizenman, Joshua
13
Brandt, Michael W.
13
Engle, Robert F.
13
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Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
5
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4
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4
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3
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3
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2
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1
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ECONIS (ZBW)
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Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
4
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
5
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
6
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
7
Estimating dynamic effects of promotions on brand choice
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433319
Saved in:
8
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
9
How to deal with intercept and trend in practical cointegration analysis?
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495844
Saved in:
10
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
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