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~subject:"Aggregation"
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Aggregation
Theorie
39
Theory
39
Time series analysis
31
Zeitreihenanalyse
31
Estimation theory
26
Schätztheorie
26
Nichtparametrisches Verfahren
22
Nonparametric statistics
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Einheitswurzeltest
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Unit root test
17
Panel
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Panel study
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Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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ARCH model
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ARCH-Modell
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Exchange rate
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Multivariate Verteilung
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Multivariate distribution
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Wechselkurs
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Autocorrelation
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Autokorrelation
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Cointegration
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Estimation
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Kointegration
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Local Asymptotic Normality
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Cointegration model
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Dickey-Fuller test
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Elliptical densities
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GARCH Models
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Lagrange multiplier test
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Local asymptotic normality
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Option pricing theory
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English
4
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Drost, Feike C.
4
Nijman, Theodore E.
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Discussion paper / Center for Economic Research, Tilburg University
2
Econometric analysis of financial markets
1
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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ECONIS (ZBW)
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1
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
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2
Temporal aggregation of GARCH processes
Drost, Feike C.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
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3
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
4
Temporal aggregation of time-series
Drost, Feike C.
- In:
Econometric analysis of financial markets
,
(pp. 11-21)
.
1994
Persistent link: https://www.econbiz.de/10001284439
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