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subject:"Time series analysis"
~institution:"Rodney L. White Center for Financial Research"
~institution:"State University of New York at Albany / Department of Economics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatility
Estimation theory
13
Schätztheorie
13
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7
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7
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4
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3
Exchange rate
3
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3
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
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Kim, Chae-yŏng
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Mamingi, Nlandu
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Rodney L. White Center for Financial Research
State University of New York at Albany / Department of Economics
National Bureau of Economic Research
54
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
European University Institute / Department of Economics
12
Umeå universitet
12
Birkbeck College / Department of Economics
8
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
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University of Exeter / Department of Economics
4
European University Institute / Department of Law
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London School of Economics and Political Science
3
University of Chicago / Graduate School of Business
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University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Københavns Universitet / Økonomisk Institut
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Suntory-Toyota International Centre for Economics and Related Disciplines
2
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University of Warwick / Department of Economics
2
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Australasian Economic Modelling Conference <1992, Cairns>
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1
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1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
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Albany discussion papers
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ECONIS (ZBW)
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng
-
1995
Persistent link: https://www.econbiz.de/10000952792
Saved in:
5
Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng
-
1995
Persistent link: https://www.econbiz.de/10000952793
Saved in:
6
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000911320
Saved in:
7
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000860434
Saved in:
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