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subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~subject:"Prognoseverfahren"
~subject:"World"
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Zeitreihenanalyse
Prognoseverfahren
World
Theorie
65
Theory
65
Time series analysis
37
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Estimation theory
17
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17
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11
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11
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10
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10
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10
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bandwidth selection
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long memory
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Feng, Yuanhua
Franses, Philip Hans
186
Diebold, Francis X.
142
Koopman, Siem Jan
134
Phillips, Peter C. B.
134
Gil-Alaña, Luis A.
106
Timmermann, Allan
102
Härdle, Wolfgang
99
Pesaran, M. Hashem
98
Caporale, Guglielmo Maria
97
Marcellino, Massimiliano
88
Clark, Todd E.
86
Swanson, Norman R.
85
Granger, C. W. J.
81
Lütkepohl, Helmut
81
Clements, Michael P.
80
Koop, Gary
80
Kilian, Lutz
76
Hendry, David F.
72
McAleer, Michael
72
Dijk, Herman K. van
70
Teräsvirta, Timo
68
Gupta, Rangan
66
Hyndman, Rob J.
63
Ravazzolo, Francesco
61
Schorfheide, Frank
58
Sibbertsen, Philipp
58
Stock, James H.
58
Ghysels, Eric
57
Bollerslev, Tim
56
Engle, Robert F.
55
Harvey, Andrew C.
55
Kunst, Robert M.
55
Lucas, André
55
Maravall Herrero, Agustín
55
Frankel, Jeffrey A.
53
McCracken, Michael W.
53
Herwartz, Helmut
51
Bauwens, Luc
50
Kapetanios, George
50
Watson, Mark W.
50
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CoFE discussion papers
9
CIE working paper series
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Diskussionsbeiträge / 2
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Akademische Abhandlungen zur Statistik
1
Business/economics
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economics letters
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International journal of forecasting
1
Neuere Verfahren der Saisonbereinigung
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag
1
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ECONIS (ZBW)
41
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
2
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
3
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua
;
Beran, Jan
;
Letmathe, Sebastian
;
Ghosh, …
-
2020
Persistent link: https://www.econbiz.de/10012508904
Saved in:
4
Growth trends and systematic patterns of booms and busts : testing 200 years of business cycle dynamics
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
-
2016
Persistent link: https://www.econbiz.de/10011520469
Saved in:
5
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
6
Secular stagnation? : is there statistical evidence of an unprecedented, systematic decline in growth?
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
- In:
Economics letters
181
(
2019
),
pp. 47-50
Persistent link: https://www.econbiz.de/10012121873
Saved in:
7
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010194513
Saved in:
8
A multivariate random walk model with slowly changing drift and cross-correlation applied to finance
Feng, Yuanhua
;
Hand, D. J.
;
Yu, Keming
-
2012
Persistent link: https://www.econbiz.de/10009572920
Saved in:
9
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Feng, Yuanhua
-
2010
Persistent link: https://www.econbiz.de/10008937103
Saved in:
10
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
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