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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Chan, Joshua"
~person:"Gouriéroux, Christian"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
48
Schätztheorie
48
Theorie
22
Theory
22
Time series analysis
16
Zeitreihenanalyse
16
Volatility
8
Estimation
6
Schätzung
6
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5
Stochastic process
5
Stochastischer Prozess
5
VAR model
5
VAR-Modell
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Maximum likelihood estimation
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4
Nichtparametrisches Verfahren
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4
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3
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3
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3
Multivariate Analyse
3
Multivariate analysis
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3
Pseudo Maximum Likelihood
3
Schock
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Shock
3
State space model
3
Zustandsraummodell
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2
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2
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8
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1
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1
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Chan, Joshua
Gouriéroux, Christian
Koopman, Siem Jan
9
Brandt, Michael W.
6
Härdle, Wolfgang
6
Leon-Gonzalez, Roberto
6
Lucas, André
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Spokojnyj, Vladimir G.
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Malec, Peter
4
Sentana, Enrique
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Bos, Charles S.
3
Corsi, Fulvio
3
Fernández-Villaverde, Jesús
3
Franses, Philip Hans
3
Gather, Ursula
3
Gelper, Sarah
3
Gorgi, Paolo
3
Herwartz, Helmut
3
Jasiak, Joann
3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
GRIPS discussion papers
2
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2
CAMA working paper series
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
8
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1
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
6
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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