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subject:"Time series analysis"
~person:"Barndorff-Nielsen, Ole E."
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Time series analysis
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Barndorff-Nielsen, Ole E.
Hendry, David F.
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Brooks, Chris
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Granger, C. W. J.
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Winkelmann, Rainer
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Engle, Robert F.
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Hanke, John E.
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Harvey, Andrew C.
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Hylleberg, Svend
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Maddala, Gangadharrao S.
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Pesaran, M. Hashem
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Phillips, Peter C. B.
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Bierens, Herman J.
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Perron, Pierre
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Tsay, Ruey S.
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Diebold, Francis X.
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Séminaire Européen de Statistique <2, 1994, Oxford>
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Advances in economics and econometrics ; Vol. 3
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Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
2
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
3
Time series models : in econometrics, finance and other fields
Cox, David R.
(
contributor
);
Cox, David R.
(
ed.
); …
-
1996
-
1. ed.
Persistent link: https://www.econbiz.de/10013393797
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