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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Härdle, Wolfgang"
~person:"Phillips, Peter C. B."
~subject:"United Kingdom"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
United Kingdom
Estimation theory
444
Schätztheorie
444
Regression analysis
135
Regressionsanalyse
135
Theorie
122
Theory
122
Time series analysis
113
Zeitreihenanalyse
113
Nichtparametrisches Verfahren
73
Nonparametric statistics
73
Statistical test
46
Statistischer Test
46
Cointegration
43
Kointegration
43
Estimation
31
Schätzung
31
Autocorrelation
28
Autokorrelation
28
Heteroscedasticity
27
Heteroskedastizität
27
Einheitswurzeltest
26
Panel
26
Panel study
26
Unit root test
26
Statistical distribution
24
Statistische Verteilung
24
Stochastic process
23
Bias
18
Systematischer Fehler
18
Volatilität
16
Correlation
15
Induktive Statistik
15
Korrelation
15
Nichtlineare Regression
15
Nonlinear regression
15
Option pricing theory
15
Optionspreistheorie
15
Statistical inference
15
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Free
14
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Book / Working Paper
26
Article
11
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15
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English
37
Author
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Härdle, Wolfgang
Phillips, Peter C. B.
Koopman, Siem Jan
23
Todorov, Viktor
19
Li, Jia
18
Kumar, Dilip
16
Li, Yingying
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Diebold, Francis X.
14
Maheswaran, S.
14
Sentana, Enrique
14
Brandt, Michael W.
13
McAleer, Michael
13
Ghysels, Eric
12
Hafner, Christian M.
12
Kim, Donggyu
12
Koop, Gary
11
Lucas, André
11
Mancino, Maria Elvira
11
Reiß, Markus
11
Spokojnyj, Vladimir G.
11
Swanson, Norman R.
11
Andersen, Torben
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Bekaert, Geert
9
Christopeit, Norbert
9
Fan, Jianqing
9
Kristensen, Dennis
9
Linton, Oliver
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Sibbertsen, Philipp
9
Zakoïan, Jean-Michel
9
Alizadeh, Sassan
8
Bibinger, Markus
8
Bollerslev, Tim
8
Burkhauser, Richard V.
8
Cavaliere, Giuseppe
8
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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Cowles Foundation discussion paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Journal of econometrics
3
Cowles Foundation Discussion Paper
2
Discussion paper / A
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CORE discussion paper : DP
1
Econometric theory
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nonparametric dynamic modelling
1
Working paper
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
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ECONIS (ZBW)
37
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31
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
32
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
33
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
34
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
35
Empirical evidence on the law of demand
Härdle, Wolfgang
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1525-1549
Persistent link: https://www.econbiz.de/10001115947
Saved in:
36
Empirical evidence on the law of demand
Härdle, Wolfgang
-
1989
-
Rev. version
Persistent link: https://www.econbiz.de/10000780952
Saved in:
37
Empirical evidence on the law of demand
Härdle, Wolfgang
;
Hildenbrand, Werner
;
Jerison, Michael
-
1988
Persistent link: https://www.econbiz.de/10013260294
Saved in:
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