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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Lucas, André"
~person:"Pesaran, M. Hashem"
~subject:"Börsenkurs"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
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Estimation
56
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Zimmermann, Klaus F.
Lucas, André
Pesaran, M. Hashem
Gil-Alaña, Luis A.
92
Gupta, Rangan
76
Caporale, Guglielmo Maria
51
Tiwari, Aviral Kumar
41
Wohar, Mark E.
31
McMillan, David G.
30
Zaremba, Adam
30
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28
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27
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23
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Ma, Feng
20
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19
Salisu, Afees A.
19
Bollerslev, Tim
18
Chiang, Thomas C.
18
Lee, Chien-chiang
18
Bahmani-Oskooee, Mohsen
17
Jawadi, Fredj
16
McAleer, Michael
16
Brooks, Robert
15
Todorov, Viktor
15
Koopman, Siem Jan
14
Tauchen, George Eugene
14
Bohl, Martin T.
13
Ramírez, Miguel D.
13
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13
Cakici, Nusret
12
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12
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12
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Bekiros, Stelios
11
Bouri, Elie
11
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International journal of forecasting
2
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1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
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ECONIS (ZBW)
13
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
8
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
9
Google econometrics and unemployment forecasting
Askitas, Nikolaos
;
Zimmermann, Klaus F.
- In:
Applied economics quarterly
55
(
2009
)
2
,
pp. 107-120
Persistent link: https://www.econbiz.de/10003846974
Saved in:
10
Prognosen aus dem Internet : weitere Erholung am Arbeitsmarkt erwartet
Askitas, Nikos
;
Zimmermann, Klaus F.
- In:
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
76
(
2009
)
25
,
pp. 402, 404-408
Persistent link: https://www.econbiz.de/10003847659
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