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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Estimation"
~subject:"Volatility"
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Schätztheorie
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Theorie
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91
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Franses, Philip Hans
Giles, David E. A.
Härdle, Wolfgang
126
Pesaran, M. Hashem
117
Caporale, Guglielmo Maria
97
Diebold, Francis X.
95
Bollerslev, Tim
94
McAleer, Michael
92
Phillips, Peter C. B.
82
Gil-Alaña, Luis A.
79
Heckman, James J.
77
Koopman, Siem Jan
73
Gouriéroux, Christian
63
Marcellino, Massimiliano
57
Engle, Robert F.
56
Lucas, André
55
Hautsch, Nikolaus
54
Herwartz, Helmut
52
Swanson, Norman R.
52
Lütkepohl, Helmut
51
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50
Ghysels, Eric
50
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49
Timmermann, Allan
49
Aizenman, Joshua
48
Kilian, Lutz
48
Linton, Oliver
48
Engel, Charles
47
Newey, Whitney K.
47
Gupta, Rangan
46
Andersen, Torben
45
Andrews, Donald W. K.
45
Lux, Thomas
45
Acemoglu, Daron
41
Baltagi, Badi H.
41
Bauwens, Luc
41
Robinson, Peter M.
41
Chiarella, Carl
40
Granger, C. W. J.
40
Pierdzioch, Christian
40
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Report / Econometric Institute, Erasmus University Rotterdam
16
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11
Economics letters
9
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8
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6
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5
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5
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4
Oxford bulletin of economics and statistics
4
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3
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3
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3
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2
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Econometric analysis of financial and economic time series ; part a
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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ECONIS (ZBW)
Showing
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97
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
On inflation expectations in the NKPC model
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1853-1864
Persistent link: https://www.econbiz.de/10012215892
Saved in:
3
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
4
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
5
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
6
A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
Fok, Dennis
;
Horváth, Csilla
;
Paap, Richard
;
Franses, …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186139
Saved in:
7
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
8
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
9
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
10
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
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