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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Lucas, André"
~person:"Stock, James H."
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Estimation
39
Schätzung
39
Theorie
14
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Deutschland
12
Germany
12
Time series analysis
12
USA
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Zimmermann, Klaus F.
Lucas, André
Stock, James H.
Gil-Alaña, Luis A.
80
Caporale, Guglielmo Maria
38
Gupta, Rangan
32
Chang, Tsangyao
23
Tiwari, Aviral Kumar
23
Moosa, Imad A.
19
Bahmani-Oskooee, Mohsen
14
Koopman, Siem Jan
14
Ramírez, Miguel D.
13
Ranjbar, Omid
12
Tauchen, George Eugene
12
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11
Österholm, Pär
11
Bollerslev, Tim
10
Chan, Joshua
10
Narayan, Paresh Kumar
10
Todorov, Viktor
10
Koop, Gary
9
Miller, Stephen M.
9
Wohar, Mark E.
9
Yaya, OlaOluwa S.
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Franses, Philip Hans
8
Ma, Feng
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McAleer, Michael
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McMillan, David G.
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Omay, Tolga
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Swanson, Norman R.
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Taylor, Robert
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Kim, Donggyu
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Lovcha, Yuliya
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
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Nonejad, Nima
7
Papell, David H.
7
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International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics quarterly
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
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ECONIS (ZBW)
12
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
5
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
6
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
7
Google econometrics and unemployment forecasting
Askitas, Nikolaos
;
Zimmermann, Klaus F.
- In:
Applied economics quarterly
55
(
2009
)
2
,
pp. 107-120
Persistent link: https://www.econbiz.de/10003846974
Saved in:
8
Prognosen aus dem Internet : weitere Erholung am Arbeitsmarkt erwartet
Askitas, Nikos
;
Zimmermann, Klaus F.
- In:
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
76
(
2009
)
25
,
pp. 402, 404-408
Persistent link: https://www.econbiz.de/10003847659
Saved in:
9
Testing for and dating common breaks in multivariate time series
Bai, Jushan
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
Saved in:
10
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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