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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~person:"Härdle, Wolfgang"
~subject:"Spieltheorie"
~type:"article"
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Capital income
Zeitreihenanalyse
Spieltheorie
Theorie
96
Theory
96
Time series analysis
36
Estimation theory
17
Schätztheorie
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
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English
40
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Harvey, Andrew C.
Härdle, Wolfgang
Franses, Philip Hans
60
Phillips, Peter C. B.
57
Güth, Werner
56
Gil-Alaña, Luis A.
46
Fudenberg, Drew
34
Samuelson, Larry
31
Binmore, Ken
30
Lütkepohl, Helmut
30
Perron, Pierre
30
Taylor, Robert
30
Tijs, Stef
29
Granger, C. W. J.
27
Palfrey, Thomas R.
27
Ghysels, Eric
26
Koop, Gary
26
Koopman, Siem Jan
26
Leybourne, Stephen James
26
Caporale, Guglielmo Maria
25
Gupta, Rangan
25
Levine, David K.
25
Mills, Terence C.
25
Peleg, Bezalel
24
Timmermann, Allan
24
Hendry, David F.
23
Jackson, Matthew O.
23
Hecq, Alain W. J.
22
Roth, Alvin E.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
McAleer, Michael
21
Newbold, Paul
21
Rubinstein, Ariel
21
Aumann, Robert J.
20
Engle, Robert F.
20
Hong, Yongmiao
20
Lambertini, Luca
20
Le Breton, Michel
20
Pesaran, M. Hashem
20
Swanson, Norman R.
20
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
International statistical review : a journal of the International Statistical Institute and its associations
3
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
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Digital finance : smart data analytics, investment innovation, and financial technology
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Economic time series with random walk and other nonstationary components
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Vol. 1
1
Journal of economic dynamics & control
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Journal of the American Statistical Association : JASA
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National Institute economic review : journal of the National Institute of Economic and Social Research
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On modelling the long run in applied economics
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Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
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State space and unobserved component models : theory and applications
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The journal of asset management
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The review of economic studies
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ECONIS (ZBW)
41
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41
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
4
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
5
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
6
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
7
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
8
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
9
Test for cycles
Harvey, Andrew C.
- In:
State space and unobserved component models : theory …
,
(pp. 102-119)
.
2004
Persistent link: https://www.econbiz.de/10009719928
Saved in:
10
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
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