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subject:"Volatilität"
~isPartOf:"CREATES research paper"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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Volatilität
Nonparametric statistics
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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30
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30
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30
Graue Literatur
30
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30
Working Paper
30
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English
30
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Kristensen, Dennis
6
Cattaneo, Matias D.
4
Jansson, Michael
4
Teräsvirta, Timo
4
Crump, Richard K.
3
Kanaya, Shin
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Nielsen, Morten Ørregaard
2
Taylor, Robert
2
Amado, Cristina
1
Bennedsen, Mikkel
1
Bu, Ruijun
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Dobrev, Dobrislav
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gao, Jiti
1
Gijbels, Irène
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kruse, Robinson
1
Li, Degui
1
Lunde, Asger
1
Nielsen, Frank
1
Podolskij, Mark
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Schaumburg, Ernst
1
Tjostheim, Dag
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CREATES research paper
Journal of econometrics
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
114
Economics letters
103
Econometric reviews
96
Journal of the American Statistical Association : JASA
78
The econometrics journal
68
Discussion paper / Tinbergen Institute
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion papers of interdisciplinary research project 373
47
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
SFB 649 discussion paper
39
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Econometrics papers
30
European journal of operational research : EJOR
30
Economic modelling
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cowles Foundation Discussion Paper
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Econometrics : open access journal
25
International journal of forecasting
25
Boston College working papers in economics
23
NBER Working Paper
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
NBER working paper series
22
Working papers / TSE : WP
22
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of banking & finance
20
Journal of risk and financial management : JRFM
20
KBI
20
Cambridge working papers in economics
19
Computational economics
19
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
6
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
9
Uniform convergence rates of Kernel-based nonparametric estimators for continuous time diffusion processes : a damping function approach
Kanaya, Shin
-
2015
Persistent link: https://www.econbiz.de/10011387609
Saved in:
10
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
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