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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Ghysels, Eric"
~person:"Sentana, Enrique"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
59
Schätztheorie
59
Statistical test
19
Statistischer Test
19
Theorie
15
Theory
15
Time series analysis
13
Zeitreihenanalyse
13
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Volatility
8
Estimation
7
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7
VAR model
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Hessian matrix
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Multivariate Verteilung
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Generalized extremum tests
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Ghysels, Eric
Sentana, Enrique
Koopman, Siem Jan
10
Härdle, Wolfgang
7
Spokojnyj, Vladimir G.
7
Teräsvirta, Timo
7
Brandt, Michael W.
6
Hafner, Christian M.
6
Lucas, André
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Silvennoinen, Annastiina
5
Swanson, Norman R.
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Fernández-Villaverde, Jesús
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Malec, Peter
4
Rubio-Ramírez, Juan Francisco
4
Sibbertsen, Philipp
4
Sluis, Pieter J. van der
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Bos, Charles S.
3
Bossaerts, Peter L.
3
Chan, Joshua
3
Corsi, Fulvio
3
Feng, Yuanhua
3
Franses, Philip Hans
3
Gather, Ursula
3
Gelper, Sarah
3
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2
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1
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1
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1
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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ECONIS (ZBW)
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1
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
4
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
5
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
6
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
8
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
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