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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Ley, Christophe"
~subject:"Directional statistics"
~subject:"Statistische Verteilung"
~type_genre:"Collection of articles written by one author"
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Volatilität
Directional statistics
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Estimation theory
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ARMA model
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ARMA-Modell
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time-varying models
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GIG distributions
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Ley, Christophe
Einmahl, John H. J.
12
Koopman, Siem Jan
12
Härdle, Wolfgang
10
Phillips, Peter C. B.
10
Lucas, André
9
Dijk, Dick van
7
Sentana, Enrique
7
Brandt, Michael W.
6
Butucea, Cristina
6
Daouia, Abdelaati
6
Gouriéroux, Christian
6
Leon-Gonzalez, Roberto
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Blasques, Francisco
5
Bouezmarni, Taoufik
5
Croux, Christophe
5
Diebold, Francis X.
5
Dijk, Herman K. van
5
Hafner, Christian M.
5
McAleer, Michael
5
Posch, Olaf
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Sibbertsen, Philipp
5
Spokojnyj, Vladimir G.
5
Stupfler, Gilles
5
Vries, Casper G. de
5
Alizadeh, Sassan
4
Amengual, Dante
4
Chernozhukov, Victor
4
Craig, Ben R.
4
Daníelsson, Jón
4
Gather, Ursula
4
Gorgi, Paolo
4
Hallin, Marc
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Läuter, Henning
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Optimal tests for elliptical symmetry : specified and unspecified location
Babić, Slađana
;
Gelbgras, Laetitia
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012179634
Saved in:
2
A tractable, parsimonious and highly flexible model for cylindrical data, with applications
Abe, Toshihiro
;
Ley, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011289226
Saved in:
3
Efficiency combined with simplicity : new testing procedures for generalized inverse gaussian models
Koudou, Angelo Efoevi
;
Ley, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010418911
Saved in:
4
Skew-rotsymmetric distributions on unit spheres and related efficient inferential procedures
Ley, Christophe
;
Verdebout, Thomas
-
2014
Persistent link: https://www.econbiz.de/10010483707
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