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subject:"Estimation"
subject:"Prognoseverfahren"
~institution:"Birkbeck College / Department of Economics"
~subject:"Nonparametric statistics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Estimation
Prognoseverfahren
Nonparametric statistics
Volatility
Estimation theory
10
Schätztheorie
10
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8
Theory
8
Großbritannien
4
Time series analysis
4
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Orszag, Jonathan Michael
2
Sola, Martin
2
Bianchi, Marco
1
Dacco, Roberto
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Karanasos, Menelaos
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Psaradakis, Zacharias G.
1
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Birkbeck College / Department of Economics
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81
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56
International Energy Agency
10
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10
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7
Centre for Microdata Methods and Practice <London>
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Ekonomiska forskningsinstitutet <Stockholm>
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Forschungsinstitut zur Zukunft der Arbeit
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Suntory-Toyota International Centre for Economics and Related Disciplines
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2
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2
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Universiṭat Bar-Ilan / Department of Economics
2
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
1
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1
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1
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Discussion paper in financial economics : FE
3
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ECONIS (ZBW)
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
4
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
5
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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