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source:"econis"
type_genre:"Hochschulschrift"
~person:"Boubaker, Heni"
~person:"Herwartz, Helmut"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Estimation
63
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63
Theorie
15
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15
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15
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13
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13
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Boubaker, Heni
Herwartz, Helmut
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
Li, Jia
11
Österholm, Pär
11
Bollerslev, Tim
10
Chan, Joshua
10
Narayan, Paresh Kumar
10
Todorov, Viktor
10
Koop, Gary
9
Miller, Stephen M.
9
Sibbertsen, Philipp
9
Wohar, Mark E.
9
Yaya, OlaOluwa S.
9
Franses, Philip Hans
8
Hassler, Uwe
8
Ma, Feng
8
McAleer, Michael
8
McMillan, David G.
8
Omay, Tolga
8
Swanson, Norman R.
8
Taylor, Robert
8
Balcilar, Mehmet
7
Kapetanios, George
7
Kim, Donggyu
7
Lovcha, Yuliya
7
Lucas, André
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Nonejad, Nima
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Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
European review of agricultural economics
1
Finance research letters
1
International journal of theoretical and applied finance
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Journal of economic integration
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Journal of time series econometrics
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Reihe Quantitative Ökonomie : Ökon
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ECONIS (ZBW)
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1
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
2
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
3
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
4
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
5
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
6
Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
Saved in:
7
From oil to stock markets
Guesmi, Khaled
;
Boubaker, Heni
;
Lai, Van Son
- In:
Journal of economic integration
31
(
2016
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
Saved in:
8
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
Saved in:
9
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
Saved in:
10
Dynamic modeling of high-dimensional correlation matrices in finance
Golosnoy, Vasyl
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672608
Saved in:
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