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~subject:"Estimation"
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Estimation
Theory
148
Theorie
146
Time series analysis
87
Zeitreihenanalyse
87
Estimation theory
60
Schätztheorie
60
Strukturbruch
43
Structural break
42
Capital income
38
Kapitaleinkommen
38
CAPM
30
Statistischer Test
30
Einheitswurzeltest
28
Schätzung
28
Unit root test
28
Statistical test
27
Volatility
27
Volatilität
27
Structural change
23
structural change
23
Forecasting model
22
Prognoseverfahren
22
Börsenkurs
21
Share price
20
Risikoprämie
19
Risk premium
18
Statistical theory
18
Statistische Methodenlehre
18
Stochastic process
18
Stochastischer Prozess
18
Strukturwandel
18
Regression analysis
17
Regressionsanalyse
17
USA
16
Risiko
15
Risk
15
United States
15
Change-point
14
Nichtparametrisches Verfahren
14
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Free
12
Undetermined
2
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Book / Working Paper
15
Article
13
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Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
28
Author
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Garcia, René
16
Perron, Pierre
12
Almeida, Caio
5
Ardison, Kym
4
McCloskey, Adam
3
Bonomo, Marco Antonio
2
Dufour, Jean-Marie
2
Ghysels, Eric
2
Luger, Richard
2
Ng, Serena
2
Renault, Eric
2
Shiller, Robert J.
2
Taamouti, Abderrahim
2
Vicente, José Valentim Machado
2
Belotti, Federico
1
Casini, Alessandro
1
Catania, Leopoldo
1
Dobrev, Dobrislav
1
Fontaine, Jean-Sébastien
1
Freire, Gustavo
1
Grassi, Stefano
1
Gungor, Sermin
1
Hizmeri, Rodrigo
1
Lewis, Marc-André
1
Mantilla-Garcia, Daniel
1
Martellini, Lionel
1
Orłowski, Piotr
1
Pastorello, Sergio
1
Qu, Zhongjun
1
Rodrigues, Paulo M. M.
1
Schaumburg, Ernst
1
Vicente, Jose
1
Xu, Jiawen
1
Yamamoto, Yohei
1
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Johns Hopkins University / Department of Economics
1
National Bureau of Economic Research
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Annals of economics and finance
1
CIRANO Scientific Publication
1
Econometric reviews
1
Econometric theory
1
Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
NBER Working Paper
1
NBER technical working paper series
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Canadian journal of economics
1
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1
Working papers / Brown University, Department of Economics
1
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ECONIS (ZBW)
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1
Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre
- In:
Economic behaviour and policy choice under price …
,
(pp. 235-291)
.
1994
Persistent link: https://www.econbiz.de/10001292224
Saved in:
2
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
3
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René
;
Bonomo, Marco Antonio
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001546110
Saved in:
4
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
5
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
6
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
7
The Canadian macroeconomy and the yield curve : an equilibrium-based approach
Garcia, René
;
Luger, Richard
- In:
The Canadian journal of economics
40
(
2007
)
2
,
pp. 561-583
Persistent link: https://www.econbiz.de/10003492926
Saved in:
8
The Canadian macroeconomy and the yield curve : an equilibrium-based approach
Garcia, René
;
Luger, Richard
-
2005
Persistent link: https://www.econbiz.de/10003208738
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
10
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
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