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subject:"Estimation theory"
subject:"Exchange rate"
~isPartOf:"Journal of time series econometrics"
~person:"McAleer, Michael"
~person:"White, Halbert"
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Estimation theory
Exchange rate
Schätztheorie
3
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
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Cointegration
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consistency
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diagonal BEKK
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differencing
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interest rates
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long memory processes
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McAleer, Michael
White, Halbert
Asai, Manabu
3
Amir, Abdoulkarim Ilmi
2
Arvanitis, Stelios
2
Dēmos, Antōnēs A.
2
Kurozumi, Eiji
2
Maïnassara, Yacouba Boubacar
2
Morettin, Pedro A.
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
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Ardia, David
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1
Bao, Yong
1
Bardet, Jean-Marc
1
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1
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1
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1
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1
Boubaker, Heni
1
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1
Chen, Jie
1
Chiann, Chang
1
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1
Demetrescu, Matei
1
Dola, Béchir
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Everaert, Gerdie
1
Feld, Martin
1
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1
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Granger, C. W. J.
1
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1
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1
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1
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Journal of time series econometrics
Discussion paper / Department of Economics, University of California San Diego
21
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Journal of econometrics
13
Econometric theory
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Discussion paper / Tinbergen Institute
7
Boston College working papers in economics
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Discussion papers / Institute of Social and Economic Research
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Economics letters
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Annals of financial economics
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Journal of risk and financial management : JRFM
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School of Accounting, Finance and Economics & FEMARC working paper series
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The Japanese economic review : the journal of the Japanese Economic Association
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The review of economics and statistics
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Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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Working papers in economics
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Advances in econometrics
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DAE working paper
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Discussion paper / Economics, University of California / Department of Economics, University of California
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Discussion paper series / LSE Financial Markets Group
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Econometric Society monographs
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Economia : revista da ANPEC
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Econométrie non linéaire asymptotique
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Essays in honor of Jerry Hausman
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Essays in honor of Peter C. B. Phillips
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Finance research letters
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ECONIS (ZBW)
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1
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
Consideration of trends in time series
White, Halbert
;
Granger, C. W. J.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009623246
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