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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~subject:"Maximum likelihood"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum likelihood
Maximum-Likelihood-Schätzung
Time series analysis
Estimation theory
13
Schätztheorie
13
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Factor analysis
2
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
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Out-of-sample forecasting
1
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7
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8
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Working Paper
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
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English
8
Author
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Urga, Giovanni
3
Amado, Cristina
1
Bergamelli, Michele
1
Chambers, Marcus J.
1
Kao, Chihwa
1
Kyriacou, Maria
1
Leccadito1, Arturo
1
Rachedi, Omar
1
Rossi, Eduardo
1
Spazzini, Filippo
1
Teräsvirta, Timo
1
Trapani, Lorenzo
1
Wang, Fa
1
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CEA_372Cass working paper series
Discussion paper / Tinbergen Institute
123
Working paper / Department of Econometrics and Business Statistics, Monash University
72
CREATES research paper
70
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Cowles Foundation discussion paper
31
SFB 649 discussion paper
31
Discussion paper / Center for Economic Research, Tilburg University
28
Working paper / National Bureau of Economic Research, Inc.
27
Working paper series
27
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Technical working paper / National Bureau of Economic Research
24
Working paper
23
CESifo working papers
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Discussion papers of interdisciplinary research project 373
20
Report / Econometric Institute, Erasmus University Rotterdam
20
Discussion paper
19
Série des documents de travail
19
Discussion papers / Department of Economics, University of Copenhagen
18
Documentos de trabajo / Banco de España, Servicio de Estudios
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
Discussion papers in economics
16
Working papers
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
EUI working paper / ECO
15
Queen's Economics Department working paper
15
CORE discussion paper : DP
14
KBI
14
Umeå economic studies
14
Discussion paper / Tinbergen Institute / Tinbergen Institute
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Working papers / Rutgers University, Department of Economics
13
CORE discussion papers : DP
12
Economics discussion papers
12
Discussion papers / CEPR
11
ECARES working paper
11
Discussion paper / Centre for Economic Policy Research
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
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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
Saved in:
2
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
Saved in:
3
Testing for instability in covariance structures
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440730
Saved in:
4
Detecting multiple structural breaks : dummy saturation vs sequential bootstrapping : with an application to the Fisher relationship for US
Bergamelli, Michele
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440746
Saved in:
5
True vs spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito1, Arturo
;
Rachedi, Omar
;
Urga, Giovanni
-
2013
Persistent link: https://www.econbiz.de/10010440897
Saved in:
6
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:
7
Jackknife bias reduction in autoregressive models with a unit root
Chambers, Marcus J.
;
Kyriacou, Maria
-
2012
Persistent link: https://www.econbiz.de/10009508040
Saved in:
8
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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