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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Documentos de trabajo / Banco de España, Servicio de Estudios"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation theory
57
Schätztheorie
57
Theorie
25
Theory
25
Time series analysis
19
Panel
11
Panel study
11
Schätzung
11
Estimation
10
Börsenkurs
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Share price
8
Correlation
6
Korrelation
6
Saisonale Schwankungen
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Seasonal variations
6
Method of moments
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Regression analysis
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Bayesian inference
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Maximum-Likelihood-Schätzung
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Robust statistics
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Volatility
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Economic growth
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Factor analysis
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Faktorenanalyse
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Financial market
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Finanzmarkt
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Market microstructure
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Maravall Herrero, Agustín
9
Linton, Oliver
3
Chen, Jia
2
Dolado, Juan J.
2
Gómez, Víctor
2
Harvey, Andrew C.
2
Li, Degui
2
Peña, Daniel
2
Bailey, Natalia
1
Bu, Ruijun
1
Jenkinson, Tim
1
Kapetanios, George
1
Li, Yu-Ning
1
Li, Yuning
1
Luati, Alessandra
1
Palumbo, Dario
1
Pesaran, M. Hashem
1
Planas, Christophe
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1
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Cambridge working papers in economics
Documentos de trabajo / Banco de España, Servicio de Estudios
Discussion paper / Tinbergen Institute
84
Working paper / Department of Econometrics and Business Statistics, Monash University
60
CREATES research paper
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Cowles Foundation discussion paper
25
SFB 649 discussion paper
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working paper series
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Discussion paper / Center for Economic Research, Tilburg University
18
Umeå economic studies
18
Working paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
EUI working paper / ECO
16
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper / National Bureau of Economic Research, Inc.
14
CAMA working paper series
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CESifo working papers
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Economics discussion papers
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Queen's Economics Department working paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Working papers / Rutgers University, Department of Economics
10
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9
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9
Discussion papers in economics
9
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9
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9
Working papers series in theoretical and applied economics
9
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
8
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ECONIS (ZBW)
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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4
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
7
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
8
Nearest neighbor conditional estimation for Harris recurrent Markov chains
Sancetta, Alessio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003520013
Saved in:
9
An application of tramo and seats : report for the "Seasonal Adjustment Research Appraisal" project
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001445660
Saved in:
10
Seasonal adjustment and signal extraction in economic times series
Gómez, Víctor
-
1998
Persistent link: https://www.econbiz.de/10000995602
Saved in:
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