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subject:"Börsenkurs"
subject:"Estimation"
~person:"Teräsvirta, Timo"
~type:"book"
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Börsenkurs
Estimation
Estimation theory
40
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
22
Theorie
11
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11
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10
ARCH-Modell
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modelling volatility
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Teräsvirta, Timo
Pesaran, M. Hashem
35
Gao, Jiti
31
Linton, Oliver
27
Kapetanios, George
22
Diebold, Francis X.
18
Marcellino, Massimiliano
18
Cai, Zongwu
17
Koop, Gary
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Chudik, Alexander
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Heckman, James J.
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Härdle, Wolfgang
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Winkelmann, Rainer
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Koopman, Siem Jan
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Lechner, Michael
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Pei, Zhuan
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Fernández-Villaverde, Jesús
11
Hoderlein, Stefan
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Lütkepohl, Helmut
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Schorfheide, Frank
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Weber, Andrea
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Weidner, Martin
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Bailey, Natalia
10
Hsu, Yu-Chin
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Swanson, Norman R.
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Angrist, Joshua D.
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Bekaert, Geert
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Berg, Gerard J. van den
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Boudt, Kris
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Huber, Florian
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Jochmans, Koen
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Kitagawa, Toru
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Nielsen, Morten Ørregaard
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Ohanian, Lee E.
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Ashenfelter, Orley
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Card, David E.
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Fang, Ying
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Giraitis, Liudas
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Lee, David S.
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CREATES research paper
3
Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
1
NCER working paper series
1
SSE EFI working paper series in economics and finance
1
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
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5
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
6
Strong superiority of heterogeneous linear estimators
Teräsvirta, Timo
-
1983
Persistent link: https://www.econbiz.de/10002914199
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