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subject:"Zeitreihenanalyse"
type_genre:"Arbeitspapier"
~person:"Chan, Joshua"
~person:"Linton, Oliver"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation
66
Schätzung
66
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Estimation theory
25
Schätztheorie
25
Theorie
24
Theory
24
Time series analysis
19
Volatility
13
Volatilität
13
State space model
12
Zustandsraummodell
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Börsenkurs
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Panel
11
Panel study
11
Share price
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Stochastic process
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Stochastischer Prozess
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Bayes-Statistik
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Bayesian inference
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Regressionsanalyse
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Kapitaleinkommen
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VAR model
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VAR-Modell
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Aktienmarkt
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Stock market
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stochastic volatility
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Chan, Joshua
Linton, Oliver
Gil-Alaña, Luis A.
96
Caporale, Guglielmo Maria
90
Pesaran, M. Hashem
27
Koopman, Siem Jan
26
Härdle, Wolfgang
18
Gao, Jiti
15
McAleer, Michael
15
Sibbertsen, Philipp
15
Gupta, Rangan
14
Kapetanios, George
13
Kunst, Robert M.
13
Marcellino, Massimiliano
13
Franses, Philip Hans
11
Lucas, André
11
Lütkepohl, Helmut
11
Nielsen, Morten Ørregaard
10
Huber, Florian
9
Koop, Gary
9
Wolters, Maik H.
9
Bailey, Natalia
8
Bos, Charles S.
8
Breitung, Jörg
8
Chang, Chia-Lin
8
Jumah, Adusei
8
Timmermann, Allan
8
Carcel, Hector
7
Costantini, Mauro
7
Delle Monache, Davide
7
Forni, Mario
7
Grassi, Stefano
7
Lanne, Markku
7
Lux, Thomas
7
Pick, Andreas
7
Swanson, Norman R.
7
Teräsvirta, Timo
7
Urga, Giovanni
7
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6
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CAMA working paper series
8
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cambridge working papers in economics
3
GRIPS discussion papers
2
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ECONIS (ZBW)
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
6
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
7
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
8
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
9
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
10
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
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