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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"ARCH-Modell"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
ARCH-Modell
Maximum-Likelihood-Schätzung
Estimation theory
39
Schätztheorie
39
Time series analysis
18
Zeitreihenanalyse
18
Bootstrap approach
7
Bootstrap-Verfahren
7
Cointegration
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Kointegration
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Statistical test
6
Statistischer Test
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ARCH model
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Maximum likelihood estimation
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Estimation
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Nonparametric statistics
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Theorie
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Theory
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VAR model
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VAR-Modell
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Volatility
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Analysis of variance
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Autokorrelation
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Einheitswurzeltest
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Factor analysis
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Faktorenanalyse
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Induktive Statistik
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Least squares method
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Private consumption
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Rahbek, Anders
6
Pedersen, Rasmus Søndergaard
3
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
Amado, Cristina
1
Hetland, Simon Thinggaard
1
Johansen, Søren
1
Kurita, Takamitsu
1
Perera, Indeewara
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Rossi, Eduardo
1
Spazzini, Filippo
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Swensen, Anders Rygh
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Søndergaard Persen, Rasmus
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CEA_372Cass working paper series
Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
59
CREATES research paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Working paper / Department of Econometrics and Business Statistics, Monash University
14
SFB 649 discussion paper
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
CORE discussion papers : DP
11
CESifo working papers
10
Discussion paper / Center for Economic Research, Tilburg University
10
Série des documents de travail
10
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10
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10
Working paper / National Bureau of Economic Research, Inc.
9
Cowles Foundation discussion paper
8
Discussion paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers / CEPR
8
Discussion papers of interdisciplinary research project 373
8
KBI
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Working paper series
7
Documento de trabajo
6
Queen's Economics Department working paper
6
Working papers / Rutgers University, Department of Economics
6
CEMFI working paper
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion paper series / IZA
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Discussion papers in economics
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Finance and economics discussion series
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IES working paper
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ECONIS (ZBW)
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1
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
3
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
4
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
Saved in:
5
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
Saved in:
6
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010515451
Saved in:
7
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:
8
Multivariate variance targeting in the BEKK-GARCH Model
Søndergaard Persen, Rasmus
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667224
Saved in:
9
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
10
Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586055
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