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subject:"Share price"
type:"book"
~isPartOf:"Working paper series in economics and finance"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
31
Schätztheorie
31
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17
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17
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16
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3
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3
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16
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Teräsvirta, Timo
6
Eklund, Bruno
3
Gredenhoff, Mikael P.
3
He, Changli
2
Becker, Torbjörn
1
Brännström, Tomas
1
Eitrhem, Øyvind
1
Hagerud, Gustaf E.
1
Jacobson, Tor
1
Karlsson, Sune
1
Larsson, Rolf
1
Lyhagen, Johan
1
Rydén, Tobias
1
Söderlind, Paul
1
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1
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1
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Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series in economics and finance
Discussion paper / Tinbergen Institute
102
Working paper / Department of Econometrics and Business Statistics, Monash University
63
CREATES research paper
61
NBER Working Paper
43
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41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
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31
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29
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29
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23
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22
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22
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22
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20
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20
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19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Report / Econometric Institute, Erasmus University Rotterdam
18
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17
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15
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15
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14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
2
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
3
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
4
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
5
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
6
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000968575
Saved in:
7
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
Saved in:
8
Bootstrap testing for fractional integration
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1997
Persistent link: https://www.econbiz.de/10000971372
Saved in:
9
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
Saved in:
10
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
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