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isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~subject:"Analysis of variance"
~subject:"VAR-Modell"
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Analysis of variance
VAR-Modell
Estimation theory
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Statistical theory
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Bauwens, Luc
2
Bauwensa, Luc
1
Braione, Manuela
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Carstensen, Kai
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Neumann, Thorsten
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Otranto, Edoardo
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion papers : DP
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Working paper
12
CESifo working papers
11
CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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SFB 649 discussion paper
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
4
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484181
Saved in:
5
Generalized impulse responses of vector autoregressions with time-varying coefficients
Neumann, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10001598268
Saved in:
6
Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai
-
1999
-
(Rev. version)
Persistent link: https://www.econbiz.de/10001465498
Saved in:
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