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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,"
~person:"Kunst, Robert M."
~subject:"Share price"
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Time series analysis
Share price
1986-1989
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ARCH model
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ARCH-Modell
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ARFIMA
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Estimation
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Estimation theory
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International financial market
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Internationaler Finanzmarkt
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Schweiz
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Schätztheorie
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Koopman, Siem Jan
Kunst, Robert M.
Hauser, Michael A.
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
Discussion paper / Tinbergen Institute
25
IHS economics series : working paper
5
Reihe Ökonomie
5
International journal of forecasting
4
Journal of econometrics
2
Oxford bulletin of economics and statistics
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Statistics Netherlands
1
Discussion paper series / LSE Financial Markets Group
1
Economics letters
1
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
NBP working paper
1
Nonlinear time series analysis of business cycles
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 15-037/III/DSF90
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Working papers / Department of Economics, University of Vienna
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ECONIS (ZBW)
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Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
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1994
Persistent link: https://www.econbiz.de/10000882159
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