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subject:"Estimation"
subject:"Volatilität"
~person:"Gao, Jiti"
~person:"Teräsvirta, Timo"
~type_genre:"Graue Literatur"
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Estimation
Volatilität
Estimation theory
102
Schätztheorie
102
Time series analysis
54
Zeitreihenanalyse
54
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Schätzung
25
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Regressionsanalyse
21
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Panel study
16
Theorie
11
Theory
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Nichtlineare Regression
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Share price
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Multivariate Analyse
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4
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Gao, Jiti
Teräsvirta, Timo
Linton, Oliver
25
Kapetanios, George
18
Marcellino, Massimiliano
18
Pesaran, M. Hashem
18
Cai, Zongwu
17
Härdle, Wolfgang
16
Koopman, Siem Jan
14
Koop, Gary
11
Hoderlein, Stefan
10
Hsu, Yu-Chin
10
Berg, Gerard J. van den
9
Kitagawa, Toru
9
Lechner, Michael
9
Lütkepohl, Helmut
9
Swanson, Norman R.
9
Weidner, Martin
9
Card, David E.
8
Croux, Christophe
8
Diebold, Francis X.
8
Fang, Ying
8
Fernández-Villaverde, Jesús
8
Gouriéroux, Christian
8
Hafner, Christian M.
8
Huber, Florian
8
Lee, David S.
8
Pei, Zhuan
8
Schorfheide, Frank
8
Sibbertsen, Philipp
8
Zaffaroni, Paolo
8
Giraitis, Liudas
7
Lucas, André
7
Nielsen, Morten Ørregaard
7
Rubio-Ramírez, Juan Francisco
7
Sentana, Enrique
7
Weber, Andrea
7
Bailey, Natalia
6
Benati, Luca
6
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6
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Working paper / Department of Econometrics and Business Statistics, Monash University
19
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4
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2
CEA_372Cass working paper series
1
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ECONIS (ZBW)
29
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
3
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
4
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
5
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
8
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
9
Time-varying coefficient spatial autoregressive panel data model with fixed effects
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2019
Persistent link: https://www.econbiz.de/10012606718
Saved in:
10
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
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