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subject:"Schätztheorie"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Volatilität"
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Schätztheorie
Volatilität
Theorie
2,813
Theory
2,813
Game theory
346
Spieltheorie
346
Mathematical programming
194
Mathematische Optimierung
194
Estimation theory
159
Cooperative game
149
Kooperatives Spiel
149
Equilibrium theory
81
Gleichgewichtstheorie
81
Oligopol
77
Oligopoly
77
Overlapping Generations
70
Overlapping generations
70
Experiment
69
Nash equilibrium
68
Nash-Gleichgewicht
68
Simulation
68
Time series analysis
68
Zeitreihenanalyse
68
Allgemeines Gleichgewicht
63
General equilibrium
63
USA
62
United States
62
Nichtkooperatives Spiel
60
Noncooperative game
60
Asymmetric information
57
Asymmetrische Information
57
Core
55
Statistical theory
52
Statistische Methodenlehre
52
Wettbewerb
51
Competition
48
Estimation
47
Schätzung
47
Optimal taxation
45
Optimale Besteuerung
45
Risiko
45
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Free
39
Type of publication
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Book / Working Paper
182
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Arbeitspapier
182
Working Paper
182
Graue Literatur
175
Non-commercial literature
175
Forschungsbericht
3
Systematic review
1
Übersichtsarbeit
1
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English
182
Author
All
Härdle, Wolfgang
21
Steel, Mark F. J.
11
Bauwens, Luc
9
Werker, Bas J. M.
9
Fernández, Carmen
7
Osiewalski, Jacek
7
Park, Byeong U.
7
Drost, Feike C.
6
Giot, Pierre
6
Kleijnen, Jack P. C.
6
Simar, Léopold
6
Soest, Arthur van
6
Cybakov, Aleksandr B.
5
Groenendaal, Willem J. van
5
Hafner, Christian M.
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Nesterov, Jurij Evgenʹevič
5
Hall, Peter
4
Mammen, Enno
4
Melenberg, Bertrand
4
Nijman, Theodore E.
4
Rombouts, Jeroen V. K.
4
Čížek, Pavel
4
Banerjee, Anurag Narayan
3
Broze, Laurence
3
Durbin, James
3
Grund, Birgit
3
Koopman, Siem Jan
3
Laurent, Sébastien
3
Marron, James Stephen
3
Nesterov, Yurii
3
Strijbosch, L. W. G.
3
Uhlig, Harald
3
Verbeek, Marno
3
Akker, Ramon van den
2
Baillie, Richard
2
Bera, Anil K.
2
Charlier, Erwin
2
Chib, Siddhartha
2
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Institution
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Center for Economic Research <Tilburg>
17
Published in...
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CORE discussion paper : DP
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
482
Economics letters
461
Econometric theory
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Working paper / National Bureau of Economic Research, Inc.
242
Econometric reviews
178
NBER working paper series
174
Journal of applied econometrics
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
NBER Working Paper
155
Discussion paper / Tinbergen Institute
150
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
131
Journal of banking & finance
121
Oxford bulletin of economics and statistics
111
Discussion paper / Centre for Economic Policy Research
107
Applied economics
106
Journal of economic dynamics & control
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
103
Journal of forecasting
99
Working paper
99
Journal of empirical finance
97
International journal of forecasting
93
Economic modelling
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
Journal of international money and finance
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Statistical papers
81
Journal of financial economics
80
Finance research letters
79
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
The review of financial studies
75
International economic review
73
The review of economic studies
68
The journal of finance : the journal of the American Finance Association
65
SFB 649 discussion paper
64
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ECONIS (ZBW)
182
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1
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
2
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
3
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
4
A simple approximation to the convolution of gamma distributions
Stewart, Trevor
;
Strijbosch, Leo
;
Moors, Hans
; …
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003662060
Saved in:
5
Robust and efficient adaptive estimation of binary-choice regression models
Čížek, Pavel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483514
Saved in:
6
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
7
Trading activity and liquidity supply in a pure limit order book market : an empirical analysis using a multivariate count data model
Grammig, Joachim
;
Heinen, Andréas
;
Rengifo, Erick W.
-
2004
Persistent link: https://www.econbiz.de/10002390653
Saved in:
8
A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions
Kalwij, Adriaan S.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240124
Saved in:
9
Asymptotics of least trimmed squares regression
Čížek, Pavel
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240283
Saved in:
10
Asymptotics of multivariate regression with consecutively added dependent variables
Raats, V. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002263024
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