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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"KBI"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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Working paper / National Bureau of Economic Research, Inc.
51
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1
Asymptotic post-selection inference for Akaike's information criterion
Charkhi, Ali
;
Claeskens, Gerda
-
2018
Persistent link: https://www.econbiz.de/10011799016
Saved in:
2
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
3
S-estimation and a robust conditional Akaike information criterion for linear mixed models
Tharmaratnam, Kukatharmini
;
Claeskens, Gerda
-
2011
Persistent link: https://www.econbiz.de/10009377334
Saved in:
4
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
5
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
6
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
7
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
8
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
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