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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Sheppard, Kevin"
~subject:"Maximum likelihood estimation"
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ARCH-Modell
Börsenkurs
Maximum likelihood estimation
ARCH model
2
Estimation theory
2
Schätztheorie
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Composite likelihood
1
Copulas
1
Correlation
1
Dynamic conditional correlations
1
Inference
1
Korrelation
1
Maximum-Likelihood-Schätzung
1
Multivariate ARCH models
1
Multivariate Analyse
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Multivariate GARCH
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Multivariate Verteilung
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Multivariate analysis
1
Multivariate distribution
1
Time series analysis
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Sheppard, Kevin
Bauwens, Luc
2
Bollerslev, Tim
2
Hautsch, Nikolaus
2
Ling, Shiqing
2
Shephard, Neil G.
2
Tsay, Ruey S.
2
Wang, Hansheng
2
Zhou, Jing
2
Aielli, Gian Piero
1
Amado, Cristina
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bibinger, Markus
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Cavaliere, Giuseppe
1
Chang, Jinyuan
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Yuxin
1
Chiang, Harold D.
1
Corsi, Fulvio
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Fan, Jianqing
1
Fan, Yan
1
Foster, F. Douglas
1
Francq, Christian
1
Galeano, Pedro
1
Galvão Júnior, Antônio Fialho
1
Gao, Jiti
1
Gerlach, Richard H.
1
Gong, Xiaodong
1
González-Rivera, Gloria
1
Gonçalves, Sílvia
1
Goodwin, Barry K.
1
Griffin, Jim E.
1
Gungor, Sermin
1
Hafner, Christian M.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
2
Discussion paper / Department of Economics, University of California San Diego
1
Journal of econometrics
1
NBER Working Paper
1
NBER working paper series
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ECONIS (ZBW)
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Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
2
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
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