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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Share price"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Share price
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
USA
27
United States
27
Time series analysis
21
Börsenkurs
17
Cointegration
17
Kointegration
17
Volatility
17
Volatilität
17
Estimation theory
11
Exchange rate
11
Großbritannien
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Schätztheorie
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1975-1998
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Gil-Alaña, Luis A.
8
Härdle, Wolfgang
5
Breitung, Jörg
4
Herwartz, Helmut
4
Caporale, Guglielmo Maria
3
Hafner, Christian M.
3
Saikkonen, Pentti
3
Boehmer, Ekkehart
2
Daske, Stefan
2
Kleinow, Torsten
2
Lanne, Markku
2
Wulff, Christian
2
Yang, Lijian
2
Candelon, Bertrand
1
Choi, In
1
Cybakov, Aleksandr B.
1
Ehrhardt, Olaf
1
Erhardt, Olaf
1
Feldmann, David
1
Fengler, Matthias
1
Gómez, Víctor
1
Hall, Peter
1
Hoffmann, M.
1
Koerstein, Ralf
1
Lepskii, Oleg V.
1
Lillestøl, Jostein
1
Lütkepohl, Helmut
1
Mercurio, Danilo
1
Park, Byeong U.
1
Sanger, Gary C.
1
Spokojnyj, Vladimir G.
1
Tschernig, Rolf
1
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1
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Gabler Edition Wissenschaft
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
114
CESifo working papers
105
Discussion paper / Tinbergen Institute
87
Working paper
73
Discussion paper / Centre for Economic Policy Research
68
SFB 649 discussion paper
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
CREATES research paper
36
Discussion paper
36
Economics and finance working paper series
36
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
32
CFS working paper series
31
Discussion papers / CEPR
29
Finance and economics discussion series
29
Research paper series / Swiss Finance Institute
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Kiel working paper
27
ZEW discussion papers
25
Discussion papers of interdisciplinary research project 373
23
Discussion paper / Deutsche Bundesbank
22
Discussion paper series / IZA
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Working paper series
20
Working papers
20
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
18
Department of Economics working paper series
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Staff reports / Federal Reserve Bank of New York
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Econometric Institute research papers
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IMF working papers
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Working paper / Centre for Financial Research
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Working paper series / European Central Bank
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IHS economics series : working paper
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Reihe Ökonomie
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Fisher College of Business working paper series
13
KOF working papers
13
Swiss Finance Institute Research Paper
13
Documentos de trabajo / Banco de España
12
Kieler Arbeitspapiere
12
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
12
CAMA working paper series
11
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ECONIS (ZBW)
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1
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Kursunterschiede und Renditen deutscher Stamm- und Vorzugsaktien
Daske, Stefan
;
Ehrhardt, Olaf
-
2002
Persistent link: https://www.econbiz.de/10001656710
Saved in:
4
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
5
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
6
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
7
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
8
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
9
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
10
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
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