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subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"USA"
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Zeitreihenanalyse
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Blazsek, Szabolcs
McAleer, Michael
11
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McGrattan, Ellen R.
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Andolfatto, David
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Engsted, Tom
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Kehoe, Patrick J.
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De Cian, Enrica
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Dueker, Michael
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Dumas, Patrice
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Escribano, Álvaro
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Kapetanios, George
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Manera, Matteo
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Mikkelsen, Hans Ole Æ.
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Asai, Manabu
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SERIEs : Journal of the Spanish Economic Association
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ECONIS (ZBW)
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Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
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2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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3
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
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