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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Franses, Philip Hans"
~person:"Li, Degui"
~person:"Zakoïan, Jean-Michel"
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Estimation
Zeitreihenanalyse
Estimation theory
176
Schätztheorie
176
Time series analysis
77
Theorie
65
Theory
65
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
ARCH model
31
ARCH-Modell
31
Schätzung
22
Regression analysis
21
Regressionsanalyse
21
Volatility
14
Volatilität
14
Cointegration
12
Kointegration
12
Correlation
11
Korrelation
11
Maximum likelihood estimation
11
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11
Saisonale Schwankungen
11
Seasonal variations
11
Stochastic process
10
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10
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9
Prognoseverfahren
9
Börsenkurs
8
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8
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8
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8
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6
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5
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5
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5
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5
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5
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5
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English
88
French
1
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Franses, Philip Hans
Li, Degui
Zakoïan, Jean-Michel
Phillips, Peter C. B.
107
Gao, Jiti
93
Koopman, Siem Jan
59
Pesaran, M. Hashem
56
Linton, Oliver
53
Lütkepohl, Helmut
50
Kapetanios, George
48
Johansen, Søren
45
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
38
Diebold, Francis X.
35
Koop, Gary
35
Cai, Zongwu
31
Stock, James H.
31
Harvey, Andrew C.
30
Härdle, Wolfgang
30
Swanson, Norman R.
30
Watson, Mark W.
29
Robinson, Peter M.
28
Engle, Robert F.
27
Sibbertsen, Philipp
27
Lucas, André
26
Marcellino, Massimiliano
26
Nelson, Daniel B.
26
Taylor, Robert
26
Giraitis, Liudas
25
Peng, Bin
25
Gouriéroux, Christian
24
Haldrup, Niels
24
Maravall Herrero, Agustín
24
McAleer, Michael
24
Nielsen, Bent
24
Perron, Pierre
24
Brännäs, Kurt
23
Caporale, Guglielmo Maria
23
Schorfheide, Frank
23
Baltagi, Badi H.
22
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Erasmus Research Institute of Management
1
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1
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Journal of econometrics
12
Report / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
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4
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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4
Econometric Institute research papers
3
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3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CORE discussion paper : DP
2
Cambridge working papers in economics
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
Discussion paper / Department of Economics, University of California San Diego
1
ERIM report series research in management
1
Econometric reviews
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Série des documents de travail
1
TRACE discussion papers / Tinbergen Institute
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
6
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
9
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
10
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
Saved in:
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