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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatilität
Zeitreihenanalyse
Estimation theory
25
Schätztheorie
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13
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3
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Arbeitspapier
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English
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Burke, Simon P.
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Souza, Leonardo Rocha
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Brooks, Chris
2
Fernandes, Marcelo
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Grammig, Joachim
2
Patterson, Kerry D.
2
Greenblatt, Seth A.
1
Pitarakis, Jean-Yves
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1
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Centre for Quantitative Economics & Computing
Escola de Pós-Graduação em Economia <Rio de Janeiro>
National Bureau of Economic Research
54
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
European University Institute / Department of Economics
12
Umeå universitet
12
Birkbeck College / Department of Economics
8
Umeå Universitet / Institutionen för Nationalekonomi
5
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
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European University Institute / Department of Law
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London School of Economics and Political Science
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Rodney L. White Center for Financial Research
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University of Chicago / Graduate School of Business
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University of New England / Department of Econometrics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business / Department of Economics
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University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
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Australasian Economic Modelling Conference <1992, Cairns>
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Australian National University / Faculty of Economics and Commerce
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Econometrics Conference <1995, Melbourne>
1
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Discussion papers in quantitative economics and computing / E
8
Ensaios econômicos
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ECONIS (ZBW)
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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2
Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
4
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
Saved in:
5
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
6
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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7
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
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8
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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9
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
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10
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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