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source:"econis"
subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~subject:"ARCH model"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARCH model
Estimation theory
5
Schätztheorie
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Harvey, Andrew C.
Gao, Jiti
37
Koopman, Siem Jan
31
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
25
Johansen, Søren
22
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
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Teräsvirta, Timo
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Franses, Philip Hans
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Sibbertsen, Philipp
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Lucas, André
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Linton, Oliver
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Kapetanios, George
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Gouriéroux, Christian
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Hyndman, Rob J.
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Härdle, Wolfgang
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Peng, Bin
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Pesaran, M. Hashem
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Swanson, Norman R.
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Zakoïan, Jean-Michel
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Gómez, Víctor
11
Koop, Gary
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Ooms, Marius
11
Bauwens, Luc
10
Blasques, Francisco
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Brännäs, Kurt
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Fiorentini, Gabriele
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Francq, Christian
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Hafner, Christian M.
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Li, Degui
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Nielsen, Bent
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Sentana, Enrique
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Beran, Jan
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Dong, Chaohua
9
Feng, Yuanhua
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Martin, Gael M.
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Mélard, Guy
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Schlicht, Ekkehart
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ECONIS (ZBW)
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Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
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2012
Persistent link: https://www.econbiz.de/10009737948
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2
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
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3
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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