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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
326
Schätztheorie
326
Theorie
208
Theory
208
Time series analysis
49
Zeitreihenanalyse
49
Nichtparametrisches Verfahren
25
Nonparametric statistics
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Estimation
17
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17
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Maximum likelihood estimation
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Volatility
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7
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Gouriéroux, Christian
3
Jasiak, Joann
3
Bertholon, Henri
1
Brandt, Michael W.
1
Diebold, Francis X.
1
Foster, Dean P.
1
García López, José A.
1
Ghysels, Eric
1
Monfort, Alain
1
Nelson, Daniel B.
1
Pegoraro, Fulvio
1
Rosenbaum, Mathieu
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Technical working paper / National Bureau of Economic Research
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
9
Working papers
7
Documento de trabajo
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
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5
GRIPS discussion papers
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Discussion papers of interdisciplinary research project 373
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ERID working paper
4
IES working paper
4
KBI
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Research paper series / Swiss Finance Institute
4
Working papers / Rutgers University, Department of Economics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
3
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3
Discussion paper / Center for Economic Research, Tilburg University
3
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3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
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NCER working paper series
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1
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
2
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
7
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
8
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
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