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subject:"Volatilität"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~subject:"Estimation theory"
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Volatilität
Estimation theory
Schätztheorie
266
Time series analysis
74
Zeitreihenanalyse
74
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Regression analysis
51
Regressionsanalyse
51
Estimation
33
Schätzung
33
Theorie
30
Theory
30
Stochastic process
25
Stochastischer Prozess
25
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22
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22
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20
Cointegration
19
Kointegration
19
Volatility
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Induktive Statistik
12
Statistical inference
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Nichtlineare Regression
11
Nonlinear regression
11
Statistical error
11
Statistischer Fehler
11
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10
Autokorrelation
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266
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266
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Graue Literatur
Non-commercial literature
266
Arbeitspapier
262
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262
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4
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4
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1
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English
266
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Härdle, Wolfgang
23
Nielsen, Morten Ørregaard
15
Carroll, Raymond J.
11
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Liang, Hua
8
Podolskij, Mark
7
Spokojnyj, Vladimir G.
7
Breitung, Jörg
6
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Lütkepohl, Helmut
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Mammen, Enno
5
Müller, Marlene
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Bunke, Olaf
4
Hillebrand, Eric
4
Kim, Woocheol
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Sperlich, Stefan
4
Taylor, Robert
4
Tjostheim, Dag
4
Yang, Lijian
4
Čížek, Pavel
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Delecroix, Michel
3
Golubev, Georgi
3
Gutierrez, Roberto G.
3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
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CREATES research paper
Discussion papers of interdisciplinary research project 373
CEMMAP working papers / Centre for Microdata Methods and Practice
353
Discussion paper / Tinbergen Institute
263
Série des documents de travail / Centre de Recherche en Économie et Statistique
214
Working paper / National Bureau of Economic Research, Inc.
189
Discussion paper series / IZA
187
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
179
Cowles Foundation discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
155
Discussion paper / Center for Economic Research, Tilburg University
126
Working paper
122
CESifo working papers
103
Discussion paper
94
Working paper series
88
CORE discussion paper : DP
85
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
SFB 649 discussion paper
79
KBI
67
Discussion paper / Centre for Economic Policy Research
66
Econometrics papers
65
Working papers / TSE : WP
64
NBER working paper series
56
Technical working paper / National Bureau of Economic Research
54
Economics discussion papers
48
Discussion papers / CEPR
47
Boston College working papers in economics
45
Working papers
45
Queen's Economics Department working paper
42
Report / Econometric Institute, Erasmus University Rotterdam
42
Umeå economic studies
42
Discussion paper / Tinbergen Institute / Tinbergen Institute
40
EUI working paper / ECO
40
Série des documents de travail
40
CORE discussion papers : DP
39
Discussion papers in economics
39
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
39
Finance and economics discussion series
37
Cambridge working papers in economics
36
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ECONIS (ZBW)
266
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
10
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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