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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~person:"Medeiros, Marcelo C."
~person:"Proietti, Tommaso"
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Estimation theory
6
Schätztheorie
6
Time series analysis
4
Zeitreihenanalyse
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Behavioural finance
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Börsenkurs
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Medeiros, Marcelo C.
Proietti, Tommaso
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
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Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
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MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
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Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
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Crump, Richard K.
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Kanaya, Shin
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Kock, Anders Bredahl
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Nielsen, Bent
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Parra-Alvarez, Juan Carlos
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Posch, Olaf
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Rossi, Eduardo
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Sibbertsen, Philipp
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Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
Barndorff-Nielsen, Ole E.
2
Berenguer-Rico, Vanessa
2
Callot, Laurent
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CREATES research paper
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
SSE EFI working paper series in economics and finance
2
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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ECONIS (ZBW)
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A Durbin-Levinson regularized estimator of high dimensional autocovariance matrices
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2017
Persistent link: https://www.econbiz.de/10011648644
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2
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
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3
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
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4
The exponential model for the spectrum of a time series : extensions and applications
Proietti, Tommaso
;
Luati, Alessandra
-
2013
Persistent link: https://www.econbiz.de/10010195675
Saved in:
5
Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric
;
Medeiros, Marcelo C.
;
Xu, Junyue
-
2012
Persistent link: https://www.econbiz.de/10009562840
Saved in:
6
Estimating high-dimensional time series models
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
-
2012
Persistent link: https://www.econbiz.de/10009614505
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