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subject:"Time series analysis"
type_genre:"Sammlung"
~type_genre:"Collection of articles of several authors"
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ECONIS (ZBW)
236
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11
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236
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11
Three Essays on the Econometrics of Survey Expectations Data
Mokinski, Frieder
-
2014
This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data...
Persistent link: https://www.econbiz.de/10010464269
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12
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik
-
2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
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13
Topics in modeling volatility based on high-frequency data
Roth, Constantin
-
2018
In the first chapter, I compare the forecasting accuracy of different high-frequency based volatility models. The empirical analysis shows that the HEAVY and the Realized GARCH generally outperform the rest of the models. The inclusion of overnight returns considerably improves volatility...
Persistent link: https://www.econbiz.de/10011907996
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14
Essays in applied time series analysis
Keijsers, Bart
-
2018
Persistent link: https://www.econbiz.de/10011964449
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15
Essays in dynamic macroeconomics and public finance
Müller, Andreas
-
2013
Diese kumulative Dissertation analysiert eine Auswahl aktueller Themen in der dynamischen Makroökonomik sowie der Finanzierung des Staatshaushaltes. Die Kapitel dieser Dissertation teilen die gemeinsame Eigenschaft, dass sich sämtliche Aufsätze mit der Rolle von Wirtschaftspolitik in einem...
Persistent link: https://www.econbiz.de/10010345336
Saved in:
16
Contributions to change-point analysis under long-range dependencies
Willert, Juliane
-
2012
Persistent link: https://www.econbiz.de/10009612474
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17
Conditional variance modeling of financial time series : essays on advances and applications to commodity and foreign exchange markets
Klein, Tony
-
2017
Persistent link: https://www.econbiz.de/10011875561
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18
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
-
2017
Persistent link: https://www.econbiz.de/10011903110
Saved in:
19
Essays on nonlinearity in economic time series
Heinen, Florian
-
2011
Persistent link: https://www.econbiz.de/10009348370
Saved in:
20
Essays on Bayesian model averaging using economic time series
Kleijn, Richard Hugo
-
2016
Persistent link: https://www.econbiz.de/10011415305
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