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type_genre:"Statistik"
~subject:"Kointegration"
~type_genre:"Article"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Time series analysis"
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Kointegration
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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2
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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3
Essays on fractional filters and co-integration
Carlini, Federico
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2017
Persistent link: https://www.econbiz.de/10011818419
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4
On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir
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2016
Persistent link: https://www.econbiz.de/10011817415
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5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
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2019
Persistent link: https://www.econbiz.de/10012144876
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6
Three essays on challenges in international trade and finance
Lindenberg, Nannette
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2011
Persistent link: https://www.econbiz.de/10009554661
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7
Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo
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2016
Persistent link: https://www.econbiz.de/10011415305
Saved in:
8
Essays on statistical arbitrage
Krauss, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011499659
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9
On interest rate dynamics and change in persistence
Scheithauer, Jan
-
2008
Persistent link: https://www.econbiz.de/10003796790
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10
Wavelet analysis of economic time series
Andersson, Fredrik N. G.
-
2008
Persistent link: https://www.econbiz.de/10003801150
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