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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~type_genre:"Forschungsbericht"
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Börsenkurs
Forecasting model
Prognoseverfahren
Time series analysis
Estimation theory
230
Schätztheorie
230
Theorie
146
Theory
146
Zeitreihenanalyse
47
Schätzung
42
Estimation
39
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24
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24
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Collection of articles written by one author
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3,341
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3,341
Arbeitspapier
1,786
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1,786
Graue Literatur
1,772
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1,772
Aufsatz im Buch
218
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218
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178
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147
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Sibbertsen, Philipp
4
Elagin, Mstislav
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2
Steland, Ansgar
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Anderson, Heather M.
1
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1
Argaç, Dog̃an
1
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Bao, Yong
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1
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1
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1
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1
Cron, Axel
1
Eliasz, Piotr
1
Elliott, Graham
1
Gaißer, Sandra Caterina
1
Galichon, Alfred
1
Gaul, Jürgen
1
Ghose, Devajyoti
1
Gredenhoff, Mikael P.
1
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1
Guggenberger, Patrik
1
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Kim, Myungsup
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Ekonomiska forskningsinstitutet <Stockholm>
6
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ERIM Ph. D. series research in management / Erasmus Institute of Management
1
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1
Economists of the twentieth century
1
Lecture notes in economics and mathematical systems : LNEMS
1
Lund economic studies
1
Monograph series / Univ., Inst. for International Economic Studies
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PhD thesis / Department of Economics, University of Aarhus
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ECONIS (ZBW)
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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
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
Saved in:
3
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
Saved in:
4
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
Saved in:
5
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
6
Essays on momentum strategies in finance
Oord, Arco van
-
2016
Persistent link: https://www.econbiz.de/10011631087
Saved in:
7
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
8
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:
9
Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
Saved in:
10
Time series modelling of high frequency stock transaction data
Quoreshi, Shahiduzzaman
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003305257
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