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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Zeitreihenanalyse
Estimation theory
142
Schätztheorie
142
Time series analysis
53
Theorie
49
Theory
48
Estimation
26
Schätzung
26
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23
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Mizon, Grayham E.
3
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Hendry, David F.
2
Johansen, Søren
2
Kim, Chang-Jin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Peña, Daniel
2
Planas, Christophe
2
Satchell, Stephen
2
Schaumburg, Ernst
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Acconcia, Antonio
1
Amado, Cristina
1
Astill, Sam
1
Baillie, Richard
1
Ball, Clifford A.
1
Banerjee, Anindya
1
Berens, Tobias
1
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1
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1
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1
Chambers, Marcus J.
1
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1
Creel, Michael D.
1
Dark, Jonathan
1
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1
Ghose, Devajyoti
1
Grillenzoni, Carlo
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
1
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EUI working paper / ECO
Journal of empirical finance
Journal of econometrics
315
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160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Economics letters
137
Discussion paper / Tinbergen Institute
101
Econometric reviews
88
International journal of forecasting
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Journal of applied econometrics
38
The econometrics journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
3
Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
4
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
6
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
7
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
8
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
9
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
10
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
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