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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Umeå economic studies"
~subject:"Börsenkurs"
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Zeitreihenanalyse
Börsenkurs
Estimation theory
156
Schätztheorie
156
Time series analysis
71
Estimation
38
Schätzung
38
Theorie
33
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33
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19
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19
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Brännäs, Kurt
13
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4
Hellström, Jörgen
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Johansson, Per-Olov
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Quoreshi, Shahiduzzaman
3
Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bask, Mikael
1
Bekiros, Stelios
1
Blazsek, Szabolcs
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Carnero, M. Angeles
1
Chen, Yi-ting
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Chuffart, Thomas
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Croux, Christophe
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De Angelis, Luca
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Dungey, Mardi H.
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Enders, Walter
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Ericsson, Neil R.
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Feld, Martin H.-J. M.
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Fernández, Viviana
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Flachaire, Emmanuel
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Gil-Alaña, Luis A.
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Gong, Jinguo
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Harvey, David I.
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Haurin, Donald R.
1
Hecq, Alain W. J.
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Hou, Weijie
1
Hungnes, Håvard
1
Iglesias, Emma M.
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Umeå economic studies
Journal of econometrics
326
Econometric theory
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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102
Econometric reviews
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International journal of forecasting
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
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39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
37
Applied economics
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Journal of the American Statistical Association : JASA
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Journal of applied econometrics
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Computational economics
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NBER working paper series
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Journal of empirical finance
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EUI working paper / ECO
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Oxford bulletin of economics and statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
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23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Centre for Economic Forecasting
22
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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2
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
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3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
5
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
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6
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
7
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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8
A threshold mixed count time series model : estimation and application
Dungey, Mardi H.
;
Martin, Vance
;
Tang, Chrismin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
Saved in:
9
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
10
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
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