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subject:"Statistical theory"
source:"econis"
~person:"King, Maxwell L."
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Volatility
Estimation theory
42
Schätztheorie
42
Theorie
26
Theory
26
Statistische Methodenlehre
6
Time series analysis
6
Zeitreihenanalyse
6
Regressionsanalyse
5
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4
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3
Monte-Carlo-Simulation
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King, Maxwell L.
Koopman, Siem Jan
20
Todorov, Viktor
19
Diebold, Francis X.
18
Li, Jia
17
Teräsvirta, Timo
17
Kumar, Dilip
16
Li, Yingying
16
Ghysels, Eric
15
McAleer, Michael
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Angrist, Joshua D.
13
Brandt, Michael W.
13
Bera, Anil K.
12
Gouriéroux, Christian
12
Hafner, Christian M.
12
Kim, Donggyu
12
Lucas, André
12
Phillips, Peter C. B.
12
Bauwens, Luc
11
Dufour, Jean-Marie
11
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Linton, Oliver
10
Robert, Christian P.
10
Silvapulle, Paramsothy
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
White, Halbert
10
Fan, Jianqing
9
Liu, Zhi
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Zheng, Xinghua
9
Alizadeh, Sassan
8
Andrews, Donald W. K.
8
Bollerslev, Tim
8
Hurvich, Clifford M.
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Econometric reviews
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
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1
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
2
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
3
Modified Wald test for regression disturbances
Laskar, Mizan R.
- In:
Economics letters
56
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
Saved in:
4
Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L.
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
Saved in:
5
The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 487-510
Persistent link: https://www.econbiz.de/10001189077
Saved in:
6
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
Saved in:
7
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
Saved in:
8
Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
Saved in:
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