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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Volatility"
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Heteroscedasticity
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Heteroskedastizität
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Kleijnen, Jack P. C.
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Chen Zhou
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Haan, Laurens de
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Koo, Chao Hui
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
67
Econometric reviews
35
Econometric theory
33
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Cowles Foundation discussion paper
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9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Cowles Foundation Discussion Paper
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DIW Berlin Discussion Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Applied financial economics
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Discussion papers of interdisciplinary research project 373
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Queen's Economics Department working paper
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Annales d'économie et de statistique
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Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
Saved in:
2
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
Saved in:
3
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
4
Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656714
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5
Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003414120
Saved in:
6
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
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