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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
211
Theory
211
Estimation theory
137
Schätztheorie
137
Time series analysis
125
Volatility
64
Volatilität
64
Forecasting model
63
Prognoseverfahren
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Estimation
52
Schätzung
52
Stochastic process
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Stochastischer Prozess
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Optionspreistheorie
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Portfolio-Management
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Graue Literatur
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English
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Nielsen, Morten Ørregaard
13
Johansen, Søren
12
Podolskij, Mark
8
Teräsvirta, Timo
8
Grassi, Stefano
7
Kruse, Robinson
7
Santucci de Magistris, Paolo
7
Proietti, Tommaso
6
Ergemen, Yunus Emre
5
Haldrup, Niels
5
Christensen, Kim
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Taylor, Robert
4
Bredahl Kock, Anders
3
Cavaliere, Giuseppe
3
Christensen, Bent Jesper
3
Kang, Jian
3
Rossi, Eduardo
3
Voev, Valeri
3
Yang, Yukai
3
Andersen, Torben
2
Bauwens, Luc
2
Bennedsen, Mikkel
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
He, Changli
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Lange, Theis
2
Medeiros, Marcelo C.
2
Noriega-Muro, Antonio E.
2
Rombouts, Jeroen V. K.
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Ventosa-Santaulària, Daniel
2
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CREATES research paper
Journal of econometrics
599
International journal of forecasting
371
Economics letters
356
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
334
Econometric theory
293
Discussion paper / Tinbergen Institute
267
Journal of forecasting
263
Econometric reviews
203
Economic modelling
155
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
153
Applied economics
148
Working paper / Department of Econometrics and Business Statistics, Monash University
142
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
Applied economics letters
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Computational economics
110
NBER Working Paper
108
Journal of applied econometrics
100
NBER working paper series
94
Working paper
92
Econometrics : open access journal
91
Cowles Foundation discussion paper
90
Journal of economic dynamics & control
82
The econometrics journal
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Working paper / National Bureau of Economic Research, Inc.
79
Journal of empirical finance
77
EUI working paper / ECO
73
Energy economics
70
Journal of time series econometrics
69
CESifo working papers
68
Oxford bulletin of economics and statistics
67
SFB 649 discussion paper
66
Journal of the American Statistical Association : JASA
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
60
Journal of macroeconomics
57
Discussion paper / Centre for Economic Policy Research
56
Série des documents de travail / Centre de Recherche en Économie et Statistique
56
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ECONIS (ZBW)
125
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1
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
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3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
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