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subject:"Prognoseverfahren"
subject:"USA"
~language:"eng"
~subject:"Financial market"
~type_genre:"Conference proceedings"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Financial market
Estimation theory
126
Schätztheorie
126
Theorie
73
Theory
73
Time series analysis
24
Zeitreihenanalyse
24
Schätzung
14
Estimation
13
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11
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14
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Forschungsbericht
Article in journal
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1,845
Graue Literatur
828
Non-commercial literature
828
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759
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758
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109
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109
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102
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89
Collection of articles written by one author
31
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31
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25
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25
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Elagin, Mstislav
2
Steland, Ansgar
2
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Armstrong, Jon Scott
1
Baillie, Richard
1
Bianchi, Marco
1
Christopeit, Norbert
1
Cron, Axel
1
Dacorogna, Michel M.
1
Eastwood, David Ballard
1
Green, Kesten C.
1
Hartung, Joachim
1
Senauer, Benjamin
1
Sibbertsen, Philipp
1
Spokojnyj, Vladimir G.
1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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HFDF <1, 1995, Zürich>
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Tennessee Agricultural Experiment Station
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Discussion paper / B
2
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
2
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1
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Journal of empirical finance
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ECONIS (ZBW)
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1
Zero-coupon yield curves : technical documentation
2005
Persistent link: https://www.econbiz.de/10013437454
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2
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
-
2004
Persistent link: https://www.econbiz.de/10002474664
Saved in:
3
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
4
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
Saved in:
5
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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6
A confidence interval to combined univariate economic forecasts
Hartung, Joachim
;
Argaç, Dog̃an
-
2002
Persistent link: https://www.econbiz.de/10001742145
Saved in:
7
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
-
2008
Persistent link: https://www.econbiz.de/10003809691
Saved in:
8
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
9
Special issue on the analysis of high-frequency financial data and market microstructure
2005
Persistent link: https://www.econbiz.de/10003151162
Saved in:
10
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
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