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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~person:"Rahbek, Anders"
~subject:"Bayesian inference"
~subject:"Schätztheorie"
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Prognoseverfahren
Bayesian inference
Schätztheorie
Autocorrelation
2
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2
Estimation theory
2
ARCH model
1
ARCH-Modell
1
Baumwollmarkt
1
Corporate defaults
1
Correlation
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Cotton market
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Count data
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Double autoregression
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Einheitswurzeltest
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Estimation
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Exogenous covariates
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Insolvency
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Poisson autoregression
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Rahbek, Anders
Baillie, Richard
4
Bearden, J. Neil
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Evgeniou, Theodoros
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Filipowicz, Allan
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3
Jain, Kriti
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Satchell, Stephen
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Dacorogna, Michel M.
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Wongwachara, Warapong
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Faculty & research / Insead : working paper series
Journal of empirical finance
Discussion papers / Department of Economics, University of Copenhagen
9
CREATES research paper
4
Econometric theory
3
Journal of econometrics
3
CREATES Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The econometrics journal
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Econometric reviews
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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University of Copenhagen Department of Economics Discussion Papers
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
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2
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
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