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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~subject:"Factor analysis"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Out-of-sample forecasting"
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Volatilität
Factor analysis
Maximum-Likelihood-Schätzung
Out-of-sample forecasting
Estimation theory
13
Schätztheorie
13
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Faktorenanalyse
2
Maximum likelihood estimation
2
Resampling
2
Resampling method
2
Statistical test
2
Statistischer Test
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Correlation
1
Discrete data
1
Einheitswurzeltest
1
Factor model
1
Factor-augmented regression
1
Forecasting
1
Forecasting model
1
High dimension
1
Induktive Statistik
1
Kaufkraftparität
1
Kleinste-Quadrate-Methode
1
Korrelation
1
Least squares method
1
Market microstructure
1
Marktmikrostruktur
1
Maximum likelihood
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
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Working Paper
Arbeitspapier
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Graue Literatur
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English
5
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Amado, Cristina
1
Dobrev, Dobrislav
1
Rossi, Eduardo
1
Schaumburg, Ernst
1
Spazzini, Filippo
1
Teräsvirta, Timo
1
Wang, Fa
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CEA_372Cass working paper series
Discussion paper / Tinbergen Institute
53
CREATES research paper
24
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper
14
SFB 649 discussion paper
12
CESifo working papers
11
Discussion paper
10
Discussion papers / CEPR
10
Série des documents de travail
10
Working papers
10
Cowles Foundation discussion paper
9
Working paper / National Bureau of Economic Research, Inc.
9
CORE discussion papers : DP
8
Discussion paper / Center for Economic Research, Tilburg University
8
Discussion paper / Centre for Economic Policy Research
8
KBI
8
Queen's Economics Department working paper
8
CEMFI working paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Discussion paper series / IZA
6
Discussion papers of interdisciplinary research project 373
6
Documento de trabajo
6
Working papers / Rutgers University, Department of Economics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Economics working paper
5
GRIPS discussion papers
5
IES working paper
5
Working papers / TSE : WP
5
Cambridge working papers in economics
4
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Discussion papers in economics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
ERID working paper
4
EUI working paper / ECO
4
Finmap working paper
4
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ECONIS (ZBW)
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1
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
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2
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
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3
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:
4
Robust forecasting by regularization
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2012
Persistent link: https://www.econbiz.de/10009578161
Saved in:
5
Finite sample results of range-based integrated volatility estimation
Rossi, Eduardo
;
Spazzini, Filippo
-
2009
Persistent link: https://www.econbiz.de/10003899120
Saved in:
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