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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~person:"Johannes, Jan"
~person:"Storti, Giuseppe"
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Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
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2
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
3
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
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4
Iterative regularization in nonparametric instrumental regression
Johannes, Jan
;
Van Bellegem, Sébastien
;
Vanhems, Anne
-
2010
Persistent link: https://www.econbiz.de/10008907494
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5
A unified approach to solve ill-posed inverse problems in econometrics
Johannes, Jan
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003570928
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6
Identification and estimation by penalization in nonparametric instrumental regression
Florens, Jean-Pierre
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003570967
Saved in:
7
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
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