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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Volatilität"
~type:"book"
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Zeitreihenanalyse
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Theorie
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62
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Härdle, Wolfgang
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Gil-Alaña, Luis A.
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Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Breitung, Jörg
5
Spokojnyj, Vladimir G.
5
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Lanne, Markku
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Yang, Lijian
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Kleinow, Torsten
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2
Föllmer, Hans
2
Grammig, Joachim
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Hafner, Christian M.
2
Horst, Ulrich
2
Linton, Oliver
2
Nakano, Junji
2
Platen, Eckhard
2
Salau, M. O.
2
Schmidt, Peter
2
Tjostheim, Dag
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Yamamoto, Yoshikazu
2
Beine, Michel
1
Bunke, Olaf
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Butucea, Cristina
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Caporale, Guglielmo Maria
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Choi, In
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Cybakov, Aleksandr B.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
NBER working paper series
221
Working paper / National Bureau of Economic Research, Inc.
216
NBER Working Paper
209
Discussion paper / Tinbergen Institute
207
Working paper
126
Discussion paper / Centre for Economic Policy Research
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Working paper / Department of Econometrics and Business Statistics, Monash University
86
EUI working paper / ECO
77
CESifo working papers
73
SFB 649 discussion paper
64
Tinbergen Institute Discussion Paper
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Cowles Foundation discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion papers of interdisciplinary research project 373
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Discussion paper / Center for Economic Research, Tilburg University
51
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51
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SFB 649 Discussion Paper
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35
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Report / Econometric Institute, Erasmus University Rotterdam
34
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ECONIS (ZBW)
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
2
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
3
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
4
A nonparametric test for the stationary density
Neumann, Michael H.
;
Paparoditis, Efstathios
-
1998
Persistent link: https://www.econbiz.de/10000992454
Saved in:
5
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
6
Temporal aggregation and causality in multiple time series models
Breitung, Jörg
;
Swanson, Norman R.
-
1998
Persistent link: https://www.econbiz.de/10000992528
Saved in:
7
Rank tests for nonlinear cointegration relationships
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000993117
Saved in:
8
Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans
;
Wu, Ching-Tang
;
Yor, Marc
-
1998
Persistent link: https://www.econbiz.de/10000993120
Saved in:
9
Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel
;
Linton, Oliver
-
1998
Persistent link: https://www.econbiz.de/10000995833
Saved in:
10
Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000995914
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