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subject:"Share price"
subject:"Volatilität"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Share price
Volatilität
Zeitreihenanalyse
Estimation theory
25
Schätztheorie
25
Time series analysis
10
Einheitswurzeltest
3
Großbritannien
3
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3
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Burke, Simon P.
3
Brooks, Chris
2
Nelson, Daniel B.
2
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2
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Jacquier, Eric
1
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1
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1
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1
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Centre for Quantitative Economics & Computing
University of Chicago / Graduate School of Business
National Bureau of Economic Research
57
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
European University Institute / Department of Economics
12
Umeå universitet
12
Birkbeck College / Department of Economics
9
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Rodney L. White Center for Financial Research
4
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
European University Institute / Department of Law
3
London School of Economics and Political Science
3
University of New England / Department of Econometrics
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Banque de France / Direction des Etudes Economiques et de la Recherche
2
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2
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2
Federal Reserve System / Division of Research and Statistics
2
Institut für Industriebetriebsforschung <Hamburg>
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
School of Finance and Business Economics <Perth, Western Australia>
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Suntory-Toyota International Centre for Economics and Related Disciplines
2
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2
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
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1
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Discussion papers in quantitative economics and computing / E
8
Working paper series economics and econometrics
3
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ECONIS (ZBW)
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1
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
2
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
Saved in:
3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
4
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
5
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
6
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
Saved in:
7
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
Saved in:
8
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
9
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899157
Saved in:
10
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
Saved in:
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