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person:"Croux, Christophe"
subject:"Volatility"
~person:"Fernández-Villaverde, Jesús"
~person:"Gouriéroux, Christian"
~person:"Teräsvirta, Timo"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
118
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40
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22
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Croux, Christophe
Fernández-Villaverde, Jesús
Gouriéroux, Christian
Teräsvirta, Timo
Koopman, Siem Jan
9
Brandt, Michael W.
6
Härdle, Wolfgang
6
Leon-Gonzalez, Roberto
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Bibinger, Markus
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Linton, Oliver
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Chan, Joshua
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Keller, Joachim G.
4
León-González, Roberto
4
Malec, Peter
4
Sentana, Enrique
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
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4
Zaffaroni, Paolo
4
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3
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3
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3
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3
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3
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ECONIS (ZBW)
19
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
7
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2014
Persistent link: https://www.econbiz.de/10011661491
Saved in:
8
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
9
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
10
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
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