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subject:"Schätztheorie"
person:"Engle, Robert F."
~type_genre:"Arbeitspapier"
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Schätztheorie
Estimation theory
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Engle, Robert F.
Härdle, Wolfgang
114
Phillips, Peter C. B.
97
Pesaran, M. Hashem
77
Gao, Jiti
74
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
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Newey, Whitney K.
48
Gouriéroux, Christian
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Lütkepohl, Helmut
43
Kapetanios, George
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Sentana, Enrique
42
Franses, Philip Hans
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Lechner, Michael
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Nielsen, Morten Ørregaard
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Koopman, Siem Jan
37
Chen, Xiaohong
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Swanson, Norman R.
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Scaillet, Olivier
34
Weidner, Martin
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Marcellino, Massimiliano
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Wolf, Michael
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Kleibergen, Frank
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Magnus, Jan R.
32
Simar, Léopold
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Cai, Zongwu
30
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
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29
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29
Smith, Richard J.
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ECONIS (ZBW)
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1
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
2
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
3
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
4
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
5
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001620854
Saved in:
6
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
7
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
8
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
9
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
10
Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills
Engle, Robert F.
-
1988
Persistent link: https://www.econbiz.de/10013452057
Saved in:
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