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subject:"Statistical theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"King, Maxwell L."
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Wahrscheinlichkeitsrechnung
Volatility
Estimation theory
42
Schätztheorie
42
Theorie
26
Theory
26
Statistische Methodenlehre
6
Time series analysis
6
Zeitreihenanalyse
6
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5
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4
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King, Maxwell L.
Koopman, Siem Jan
20
McAleer, Michael
19
Teräsvirta, Timo
19
Todorov, Viktor
19
Diebold, Francis X.
18
Gouriéroux, Christian
17
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
16
Ghysels, Eric
15
Tauchen, George Eugene
15
Maheswaran, S.
14
Stock, James H.
14
Angrist, Joshua D.
13
Bera, Anil K.
13
Brandt, Michael W.
13
Lucas, André
13
White, Halbert
13
Hafner, Christian M.
12
Härdle, Wolfgang
12
Kim, Donggyu
12
Linton, Oliver
12
Phillips, Peter C. B.
12
Robert, Christian P.
12
Bauwens, Luc
11
Dufour, Jean-Marie
11
Mancino, Maria Elvira
11
Renault, Eric
11
Andersen, Torben
10
Haan, Laurens de
10
Imbens, Guido
10
Mykland, Per A.
10
Silvapulle, Paramsothy
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Vries, Casper G. de
10
Daníelsson, Jón
9
Einmahl, John H. J.
9
Fan, Jianqing
9
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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
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1
The review of economics and statistics
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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
Locally optimal testing when a nuisance parameter is present only under the alternative
King, Maxwell L.
- In:
The review of economics and statistics
75
(
1993
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001142346
Saved in:
8
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:
9
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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