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subject:"Schätztheorie"
~person:"Robinson, Peter M."
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Schätztheorie
Volatilität
Theorie
40
Theory
40
Time series analysis
19
Zeitreihenanalyse
19
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Estimation theory
11
Cointegration
8
Kointegration
8
Stochastic process
8
Stochastischer Prozess
8
Estimation
4
Schätzung
4
Regression analysis
3
Regressionsanalyse
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Volatility
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Autokorrelation
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Long Memory
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Arbeitspapier
Article in journal
17
Aufsatz in Zeitschrift
17
Graue Literatur
12
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12
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12
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English
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Robinson, Peter M.
Härdle, Wolfgang
77
McAleer, Michael
41
Diebold, Francis X.
40
Pesaran, M. Hashem
39
Franses, Philip Hans
32
Koopman, Siem Jan
31
Bollerslev, Tim
30
Swanson, Norman R.
28
Phillips, Peter C. B.
26
Andersen, Torben
25
Gouriéroux, Christian
25
Lucas, André
25
Maravall Herrero, Agustín
23
Imbens, Guido
22
Lux, Thomas
21
Kohn, Robert
20
Chiarella, Carl
18
Heckman, James J.
18
Lütkepohl, Helmut
18
Marcellino, Massimiliano
18
Stahlecker, Peter
18
Bauwens, Luc
17
Robert, Christian P.
17
Fernández-Villaverde, Jesús
16
Kleibergen, Frank
16
Spokojnyj, Vladimir G.
16
Dijk, Dick van
15
Giles, David E. A.
15
Mittnik, Stefan
15
Scaillet, Olivier
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Hafner, Christian M.
14
Kilian, Lutz
14
Schmid, Wolfgang
14
Zakoïan, Jean-Michel
14
Aizenman, Joshua
13
Brandt, Michael W.
13
Engle, Robert F.
13
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Discussion paper series / LSE Financial Markets Group
1
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ECONIS (ZBW)
12
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1
The memory of stochastic volatility models
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001555758
Saved in:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
3
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
4
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
5
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
6
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
Saved in:
7
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
Saved in:
8
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
9
Time series regression with long range dependence
Robinson, Peter M.
;
Hidalgo, F. J.
-
1997
Persistent link: https://www.econbiz.de/10000955130
Saved in:
10
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
Saved in:
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