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subject:"ARCH-Modell"
subject:"Volatilität"
~subject:"Bayesian inference"
~subject:"Modellierung"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Volatilität
Bayesian inference
Modellierung
Estimation theory
146
Schätztheorie
146
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102
Theory
102
Time series analysis
34
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34
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32
Estimation
31
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14
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Collection of articles written by one author
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949
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Balat, Jorge F.
1
Bruns, Martin
1
Callot, Laurent
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Camehl, Annika
1
Crößmann, Roman
1
Elvstrøm Ekner, Line
1
Galichon, Alfred
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Guggenberger, Patrik
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Hagerud, Gustaf E.
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Hoogerheide, Lennart Frank
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Hu, Yingyao
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Jacobi, Liana
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Jang, Tae-Seok
1
Karanasos, Menelaos
1
Kline, Brendan
1
Kwon, Tae Yeon
1
Lux, Thomas
1
Nejstgaard, Emil
1
Oord, Arco van
1
Pedersen, Rasmus Søndergaard
1
Radchenko, Stanislav
1
Rosen, Adam M.
1
Sacht, Stephen
1
Sheppard, Kevin
1
Turatti, Douglas Eduardo
1
Wohltmann, Hans-Werner
1
Yu, Jialin
1
Yu, Jung-suk
1
Åsbrink, Stefan E.
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Ekonomiska forskningsinstitutet <Stockholm>
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Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
3
PhD series / Department of Economics, University of Copenhagen
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ECON PhD dissertations
2
ERIM Ph. D. series research in management / Erasmus Institute of Management
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ECONIS (ZBW)
27
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
Saved in:
2
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
Saved in:
3
Monte Carlo analysis of time-varying parameter models with stochastic volatility
Turatti, Douglas Eduardo
-
2018
Persistent link: https://www.econbiz.de/10011947781
Saved in:
4
Essays on momentum strategies in finance
Oord, Arco van
-
2016
Persistent link: https://www.econbiz.de/10011631087
Saved in:
5
Essays in quantitative portfolio optimization
Crößmann, Roman
-
2018
Persistent link: https://www.econbiz.de/10012030578
Saved in:
6
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
7
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
Saved in:
8
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
-
2014
Persistent link: https://www.econbiz.de/10010375999
Saved in:
9
High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Sacht, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010253472
Saved in:
10
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
-
2014
Persistent link: https://www.econbiz.de/10010412522
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