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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Theorie
5
Theory
5
Volatility
4
Volatilität
4
Time series analysis
3
Estimation
2
1954-1995
1
Asset pricing
1
Börsenkurs
1
CAPM
1
Capital income
1
Dynamic factor models
1
Empirical characteristic function
1
Estimation theory
1
Factor analysis
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Faktorenanalyse
1
High-frequency data
1
Induktive Statistik
1
Interest rate
1
Kapitaleinkommen
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric inference
1
Nonparametric statistics
1
Schätztheorie
1
Share price
1
Speculation
1
Spekulation
1
Stable convergence
1
Statistical distribution
1
Statistical inference
1
Statistische Verteilung
1
USA
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United States
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Andersen, Torben
Phillips, Peter C. B.
17
Koop, Gary
11
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Hallin, Marc
5
Hong, Yongmiao
5
McAleer, Michael
5
Steel, Mark F. J.
5
Bai, Jushan
4
Barigozzi, Matteo
4
Breitung, Jörg
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Robinson, Peter M.
4
Shin, Yongcheol
4
Taylor, Robert
4
Todorov, Viktor
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Baillie, Richard
3
Bauwens, Luc
3
Chan, Joshua
3
Chen, Rong
3
Corradi, Valentina
3
Fernández, Carmen
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
CFS working paper series
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Working paper / National Bureau of Economic Research, Inc.
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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Working papers / Federal Reserve Bank of Chicago
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ECONIS (ZBW)
3
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
3
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
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