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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
620
Schätztheorie
620
Regression analysis
141
Regressionsanalyse
141
Time series analysis
132
Zeitreihenanalyse
132
Nichtparametrisches Verfahren
122
Nonparametric statistics
122
Theorie
80
Theory
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Statistischer Test
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Estimation
59
Schätzung
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Bootstrap-Verfahren
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Volatilität
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Cointegration
25
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Teräsvirta, Timo
4
Nielsen, Morten Ørregaard
3
Parra-Alvarez, Juan Carlos
3
Pawlitschko, Jörg
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Silvennoinen, Annastiina
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Veraart, Almut E. D.
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Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
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Dette, Holger
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Gather, Ursula
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Hounyo, Ulrich
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Kristensen, Dennis
2
Lunde, Asger
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Pakkanen, Mikko S.
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Podolskij, Mark
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Posch, Olaf
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Sibbertsen, Philipp
2
Veliyev, Bezirgen
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Wang, Mu-Chun
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Wu, Ximing
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Abadir, Karim Maher
1
Adams, Christopher P.
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Amado, Cristina
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Andersen, Torben
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Bao, Yong
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Bissantz1, Nicolai
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Braess, Dietrich
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Calzolari, Giorgio
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Casas, Isabel
1
Cavaliere, Giuseppe
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Chen, Jia
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Christensen, Bent Jesper
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Christensen, Kim
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Corcuera, José Manual
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CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
The econometrics journal
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Discussion paper / Tinbergen Institute
53
Insurance / Mathematics & economics
51
Econometric reviews
47
Econometric theory
47
Economic modelling
29
Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion papers of interdisciplinary research project 373
21
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
SFB 649 discussion paper
21
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Journal of forecasting
19
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
NBER Working Paper
14
Working papers / TSE : WP
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ECONIS (ZBW)
75
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
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:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
8
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:
9
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
10
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
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