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isPartOf:"SFB 649 discussion paper"
type_genre:"Working Paper"
~isPartOf:"ECARES working paper"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Optionspreistheorie"
~subject:"Time series analysis"
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Optionspreistheorie
Time series analysis
Theorie
844
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844
Zeitreihenanalyse
167
Forecasting model
102
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102
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97
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Härdle, Wolfgang
26
Hallin, Marc
19
Weihs, Claus
19
Fried, Roland
17
Gather, Ursula
13
Dette, Holger
11
Sibbertsen, Philipp
10
Steland, Ansgar
9
Okhrin, Ostap
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Hautsch, Nikolaus
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Krämer, Walter
7
Barigozzi, Matteo
6
Beran, Jan
6
Belomestny, Denis
5
Busse, Anja M.
5
Kleiber, Christian
5
Kley, Tobias
5
Theis, Winfried
5
Volgushev, Stanislav
5
Chen, Ying
4
Garczarek, Ursula
4
Hornik, Kurt
4
Horst, Ulrich
4
Schoenmakers, John
4
Sondhauss, Ursula
4
Spokojnyj, Vladimir G.
4
Zeileis, Achim
4
Becker, Claudia
3
Berke, Olaf
3
Didelez, Vanessa
3
Feng, Yuanhua
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Ghosh, Sucharita
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Imhoff, Michael
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Ligges, Uwe
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Lippi, Marco
3
López Cabrera, Brenda
3
Lütkepohl, Helmut
3
Okhrin, Yarema
3
Podolskij, Mark
3
Reiß, Markus
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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SFB 649 discussion paper
ECARES working paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Discussion paper / Tinbergen Institute
173
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Working paper / National Bureau of Economic Research, Inc.
78
CREATES research paper
75
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
74
Working paper
68
Série des documents de travail / Centre de Recherche en Économie et Statistique
64
CESifo working papers
50
Discussion papers of interdisciplinary research project 373
49
Cowles Foundation discussion paper
48
Discussion paper / Center for Economic Research, Tilburg University
48
Discussion paper / Centre for Economic Policy Research
48
EUI working paper / ECO
43
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
38
Report / Econometric Institute, Erasmus University Rotterdam
35
Discussion paper
34
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CORE discussion paper : DP
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SSE EFI working paper series in economics and finance
27
CoFE discussion papers
26
Discussion paper / B
25
Economics working paper
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
24
Technical working paper / National Bureau of Economic Research
23
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
Discussion papers in economics
22
IHS economics series : working paper
22
Working paper series in economics and finance
22
Discussion paper / Tinbergen Institute / Tinbergen Institute
21
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
21
Finance and economics discussion series
20
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
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2
Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc
-
2022
Persistent link: https://www.econbiz.de/10013415114
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3
Center-outward rank- and sign-based VARMA Portmanteau tests
Hallin, Marc
;
Liu, Hang
-
2022
Persistent link: https://www.econbiz.de/10013369883
Saved in:
4
Center-outward sign- and rank-based quadrant, spearman, and Kendall tests for multivariate independence
Hallin, Marc
;
Shi, Hongjian
;
Drton, Mathias
;
Han, Fang
-
2021
Persistent link: https://www.econbiz.de/10012694896
Saved in:
5
Inferential theory for generalized dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Luciani, Matteo
; …
-
2021
Persistent link: https://www.econbiz.de/10012614627
Saved in:
6
The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
7
Business surveys and repeated surveys : a simulation-based study
Mélard, Guy
;
Sedefoğlu, Gülşah
-
2020
Persistent link: https://www.econbiz.de/10012242680
Saved in:
8
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
9
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
10
High-dimensional functional factor models
Hallin, Marc
;
Nisol, Gilles
;
Tavakoli, Shahin
-
2019
Persistent link: https://www.econbiz.de/10012064780
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