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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Ghysels, Eric"
~person:"Sentana, Enrique"
~subject:"Hessian matrix"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatilität
Hessian matrix
Estimation theory
59
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Ghysels, Eric
Sentana, Enrique
Koopman, Siem Jan
10
Amengual, Dante
8
Fiorentini, Gabriele
8
Härdle, Wolfgang
7
Spokojnyj, Vladimir G.
7
Teräsvirta, Timo
7
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5
Croux, Christophe
5
Diebold, Francis X.
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Reiß, Markus
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Silvennoinen, Annastiina
5
Swanson, Norman R.
5
Alizadeh, Sassan
4
Blasques, Francisco
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Daníelsson, Jón
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Sibbertsen, Philipp
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Chan, Joshua
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Econometric analysis of financial and economic time series ; part a
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
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1
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
2
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
4
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
6
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
7
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
8
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
9
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
10
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
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