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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andersson, Michael K."
~person:"Andrikopoulos, Alexandru"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Theorie
6
Theory
6
Time series analysis
5
Sampling
2
Stichprobenerhebung
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Analysis of variance
1
Diffusion limits
1
Lag model
1
Lag-Modell
1
Option pricing theory
1
Optionspreistheorie
1
Realized variance
1
Swap
1
Variance dependent pricing kernels
1
Variance swaps
1
Varianzanalyse
1
Volatility
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Aufsatz im Buch
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English
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Andersson, Michael K.
Andrikopoulos, Alexandru
Gao, Jiti
39
Koopman, Siem Jan
31
Phillips, Peter C. B.
26
Johansen, Søren
24
Nielsen, Morten Ørregaard
24
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Teräsvirta, Timo
19
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Lucas, André
15
Brännäs, Kurt
14
Kapetanios, George
14
Linton, Oliver
14
Swanson, Norman R.
14
Nielsen, Bent
13
Peng, Bin
13
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Hyndman, Rob J.
11
Pesaran, M. Hashem
11
Spokojnyj, Vladimir G.
11
Gómez, Víctor
10
Li, Degui
10
Martin, Gael M.
10
Ooms, Marius
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Feng, Yuanhua
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Chan, Joshua
8
Croux, Christophe
8
Giraitis, Liudas
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Marcellino, Massimiliano
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Ekonomiska forskningsinstitutet <Stockholm>
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On testing and forecasting in fractionally integrated time series models
3
Application of operations research to financial markets
1
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ECONIS (ZBW)
5
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
3
Do long-memory models have long memory?
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 29-40)
.
1998
Persistent link: https://www.econbiz.de/10001440033
Saved in:
4
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 57-68)
.
1998
Persistent link: https://www.econbiz.de/10001440089
Saved in:
5
Robust testing for fractional integration using the bootstrap
Andersson, Michael K.
- In:
On testing and forecasting in fractionally integrated …
,
(pp. 91-111)
.
1998
Persistent link: https://www.econbiz.de/10001440092
Saved in:
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