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subject:"Börsenkurs"
subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~person:"Saikkonen, Pentti"
~type_genre:"Article in journal"
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Börsenkurs
Zeitreihenanalyse
Theorie
69
Theory
69
Time series analysis
37
Cointegration
17
Estimation theory
17
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17
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Harvey, Andrew C.
Saikkonen, Pentti
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
46
Taylor, Robert
30
Gupta, Rangan
29
Perron, Pierre
29
Caporale, Guglielmo Maria
28
Leybourne, Stephen James
27
Koopman, Siem Jan
26
Hecq, Alain W. J.
23
Koop, Gary
23
Lütkepohl, Helmut
22
Ghysels, Eric
21
Granger, C. W. J.
21
McAleer, Michael
21
Mills, Terence C.
21
Newbold, Paul
20
Hong, Yongmiao
19
Hassler, Uwe
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
Herwartz, Helmut
17
Hyndman, Rob J.
17
Peña, Daniel
17
Timmermann, Allan
17
Engle, Robert F.
16
Harvey, David I.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Makridakis, Spyros G.
15
Moosa, Imad A.
15
Pesaran, M. Hashem
15
Proietti, Tommaso
15
Yu, Jun
15
Hall, Stephen G.
14
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3
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ECONIS (ZBW)
38
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
5
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 623-631
Persistent link: https://www.econbiz.de/10009659890
Saved in:
6
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
7
Noncausal autoregressions for economic time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623566
Saved in:
8
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
9
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
10
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
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