Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"heavy-tailed errors"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
heavy-tailed errors
6
EGARCH
4
GJR
4
asymmetric BEKK
4
Dynamic conditional correlations
3
Wishart process
3
Estimation
2
Estimation theory
2
Heavy-tailed errors
2
Matrix exponential model
2
Robust statistics
2
Robustes Verfahren
2
Schätztheorie
2
Schätzung
2
nonstationary multiplicative GARCH
2
semiparametric
2
time varying
2
ARCH model
1
ARCH-Modell
1
Asymptotic distribution
1
Bartlett-type correction
1
Bootstrap
1
Chi-squared distribution
1
Dependent non-identically distributed errors
1
Linear programming estimator
1
Mathematical programming
1
Mathematische Optimierung
1
Nichtparametrisches Verfahren
1
Nonlinear nonnegative autoregression
1
Nonparametric statistics
1
Robust estimation
1
Score statistic
1
Statistical error
1
Statistischer Fehler
1
Strong convergence
1
Symmetric model
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
6
Article
2
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
5
Undetermined
3
Author
All
Asai, Manabu
4
McAleer, Michael
4
Koo, Bonsoo
2
Linton, Oliver
2
Cordeiro, Gauss
1
Cysneiros, Audrey
1
Ferrari, Silvia
1
Preve, Daniel
1
Rodrigues, Katya
1
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Documentos de Trabajo del ICAE
1
Econometric Institute Research Papers
1
Journal of banking & finance
1
KIER Working Papers
1
Statistical Papers / Springer
1
Working Papers in Economics
1
cemmap working paper
1
more ...
less ...
Source
All
RePEc
5
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Let's get LADE: Robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
-
2013
-run conditional volatility whose representation is given as a semi-strong GARCH (1,1) process with
heavy
tailed
errors
. We focus on …
Persistent link: https://www.econbiz.de/10010318677
Saved in:
2
Let's get LADE : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
-
2013
-run conditional volatility whose representation is given as a semi-strong GARCH (1,1) process with
heavy
tailed
errors
. We focus on …
Persistent link: https://www.econbiz.de/10009719116
Saved in:
3
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
standardized multivariate t-distribution to accommodate
heavy-tailed
errors
. The paper presents an empirical example using the …
Persistent link: https://www.econbiz.de/10009291890
Saved in:
4
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
propose asymmetric DCC models. We use the standardized multivariate t-distribution to accommodate
heavy-tailed
errors
. The …
Persistent link: https://www.econbiz.de/10010732622
Saved in:
5
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
propose asymmetric DCC models. We use the standardized multivariate t-distribution to accommodate
heavy-tailed
errors
. The …
Persistent link: https://www.econbiz.de/10008764127
Saved in:
6
Linear programming-based estimators in nonnegative autoregression
Preve, Daniel
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 225-234
Persistent link: https://www.econbiz.de/10011586892
Saved in:
7
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2010
propose asymmetric DCC models. We use the standardized multivariate t-distribution to accommodate
heavy-tailed
errors
. The …
Persistent link: https://www.econbiz.de/10008764018
Saved in:
8
Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
Cysneiros, Audrey
;
Rodrigues, Katya
;
Cordeiro, Gauss
; …
- In:
Statistical Papers
51
(
2010
)
2
,
pp. 273-284
Persistent link: https://www.econbiz.de/10008456167
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
