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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"Diskussionsbeiträge / 2"
~isPartOf:"Working paper series"
~subject:"Börsenkurs"
~subject:"Statistical theory"
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Börsenkurs
Statistical theory
Estimation theory
130
Schätztheorie
130
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84
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84
Time series analysis
30
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30
Estimation
11
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11
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9
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Abberger, Klaus
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Diskussionsbeiträge / 2
Working paper series
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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10
Discussion paper / Tinbergen Institute
10
Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Working paper / National Bureau of Economic Research, Inc.
5
Working papers in economics and econometrics
5
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4
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ECONIS (ZBW)
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Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
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2
Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
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3
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
4
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
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5
Some practical issues in maximum simulated likelihood
Hajivassiliou, Vassilis Argyrou
-
1997
Persistent link: https://www.econbiz.de/10000978038
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6
Nonparametric autocovariance function estimation
Hyndman, Rob J.
;
Wand, M. P.
-
1996
Persistent link: https://www.econbiz.de/10000942965
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7
Time varying covariance structures in financial markets
Gerhard, Frank
-
1996
Persistent link: https://www.econbiz.de/10013388200
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8
Likelihood ratio test for the coefficient of an endogenous variable in a structural equation
Tan, Randolph Gee Kwang
-
1995
Persistent link: https://www.econbiz.de/10000926656
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9
Nichtparametrische Quantilsprognose und ihre Anwendung auf Aktienrenditen
Abberger, Klaus
-
1995
Persistent link: https://www.econbiz.de/10013388162
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10
Cointegration and co-movement of SES sector price indices
Qian, Sun
;
Brannman, Lance Eric
-
1994
Persistent link: https://www.econbiz.de/10000908272
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