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type_genre:"Sammlung"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Konjunktur"
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ECONIS (ZBW)
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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2
Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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3
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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4
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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5
Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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6
Money and debt : Empirical studies in Northern Europe 1840-2015
Kenny, Sean
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2016
Persistent link: https://www.econbiz.de/10011820548
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7
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
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2017
Persistent link: https://www.econbiz.de/10011903110
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8
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
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2015
Persistent link: https://www.econbiz.de/10011299266
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9
High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Sacht, Stephen
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2014
Persistent link: https://www.econbiz.de/10010253472
Saved in:
10
Behavioural factors and macroeconomic news on financial markets
Heiden, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10011385783
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