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~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
Bayesian inference
53
Bayes-Statistik
52
Theorie
50
Theory
50
Estimation theory
47
Schätztheorie
47
Time series analysis
37
Zeitreihenanalyse
37
Forecasting model
33
Prognoseverfahren
33
Volatility
30
Volatilität
30
Estimation
28
Schätzung
28
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Stochastic process
22
Stochastischer Prozess
22
Markov-Kette
19
Markov chain
18
State space model
17
Zustandsraummodell
17
Nonparametric statistics
16
Option pricing theory
16
Optionspreistheorie
16
Induktive Statistik
14
Statistical inference
14
Börsenkurs
12
Share price
12
Statistical theory
11
Statistische Methodenlehre
11
Forecast
10
Prognose
9
Sampling
9
Stichprobenerhebung
9
Bayesian Markov chain Monte Carlo
8
Statistical distribution
8
Statistische Verteilung
8
Colombia
7
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Free
11
Undetermined
4
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Book / Working Paper
11
Article
5
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
5
Aufsatz in Zeitschrift
5
Language
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English
16
Author
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Martin, Gael M.
11
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
6
Grose, Simone D.
6
Frazier, David T.
5
Maneesoonthorn, Worapree
5
Koo, Bonsoo
2
Zhang, Lina
2
Zhao, Xueyan
2
McCabe, Brendan Peter Martin
1
Ng, Jason
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of econometrics
3
Econometric theory
1
International journal of forecasting
1
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ECONIS (ZBW)
16
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1
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
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2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
4
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
5
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
6
A simple iterative Z-estimator for semiparametric models
Frazier, David T.
- In:
Econometric theory
35
(
2019
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012146119
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7
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
8
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
9
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012619956
Saved in:
10
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
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