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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion papers / CEPR"
~person:"Storti, Giuseppe"
~type_genre:"Non-commercial literature"
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Estimation theory
Schätztheorie
4
ARCH model
3
ARCH-Modell
3
Correlation
2
Korrelation
2
Linear algebra
2
Lineare Algebra
2
Analysis of variance
1
Capital income
1
Dynamic conditional correlations
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GARCH (1,1)
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Least squares method
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Multiplicative models
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Realized covariances
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Varianzanalyse
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asymptotic normality
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consistency
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heavy tails
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least squares estimation
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Storti, Giuseppe
Robert, Christian P.
12
Gouriéroux, Christian
11
Hafner, Christian M.
9
Guégan, Dominique
7
Marcellino, Massimiliano
7
Preminger, Arie
7
Van Bellegem, Sébastien
7
Bauwens, Luc
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Aguirregabiria, Victor
3
Billio, Monica
3
Bouezmarni, Taoufik
3
Carriero, Andrea
3
Clark, Todd E.
3
Darolles, Serge
3
Florens, Jean-Pierre
3
Ghysels, Eric
3
Guerre, Emmanuel
3
Hardouin, C.
3
Johannes, Jan
3
Kapetanios, George
3
Kilian, Lutz
3
Léorat, Guillaume
3
Sentana, Enrique
3
Abowd, John M.
2
Amengual, Dante
2
Auclert, Adrien
2
Bardoczy, Bence
2
Blundell, Richard W.
2
Bosq, Denis
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Butucea, Cristina
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Casella, George
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CORE discussion papers : DP
Discussion papers / CEPR
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ECONIS (ZBW)
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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
Saved in:
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
Saved in:
4
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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