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subject:"Zeitreihenanalyse"
type_genre:"Arbeitspapier"
~person:"Teräsvirta, Timo"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation
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Time series analysis
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Teräsvirta, Timo
Gil-Alaña, Luis A.
96
Caporale, Guglielmo Maria
90
Pesaran, M. Hashem
27
Koopman, Siem Jan
26
Härdle, Wolfgang
18
Gao, Jiti
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McAleer, Michael
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Sibbertsen, Philipp
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Lucas, André
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Lütkepohl, Helmut
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Chan, Joshua
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Nielsen, Morten Ørregaard
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Huber, Florian
9
Koop, Gary
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Linton, Oliver
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Wolters, Maik H.
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Bailey, Natalia
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Bos, Charles S.
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Breitung, Jörg
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Chang, Chia-Lin
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Jumah, Adusei
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Carcel, Hector
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Costantini, Mauro
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Delle Monache, Davide
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Lanne, Markku
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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3
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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4
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
Saved in:
5
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
6
Nonlinear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo
;
Eliasson, Ann-Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994464
Saved in:
7
Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994465
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