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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andrikopoulos, Alexandru"
~person:"Lee, Sangyeol"
~person:"Steehouwer, Hens"
~subject:"CAPM"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
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Estimation theory
6
Schätztheorie
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Time series analysis
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ARCH model
2
ARCH-Modell
2
Quantile regression
2
Regression analysis
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Andrikopoulos, Alexandru
Lee, Sangyeol
Steehouwer, Hens
Gredenhoff, Mikael P.
5
Andersson, Michael K.
3
Gao, Jiti
3
Hellström, Jörgen
3
Songsak Sriboonchitta
3
Woraphon Yamaka
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Woutersen, Tiemen
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Brännäs, Kurt
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Chan, Ngai Hang
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Dufour, Jean-Marie
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Engle, Robert F.
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Feng, Yuanhua
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Franke, Jürgen
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Granger, C. W. J.
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Harvey, Andrew C.
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He, Changli
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Heiler, Siegfried
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Johansen, Søren
2
Kane-Janus, Couro
2
King, Maxwell L.
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Kock, Anders Bredahl
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Leipus, Remigijus
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Maddala, Gangadharrao S.
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Medeiros, Marcelo C.
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Mills, Terence C.
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Pathairat Pastpipatkul
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Pauly, Ralf
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Polasek, Wolfgang
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Trovik, Tørres G.
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Robustness in econometrics
2
Application of operations research to financial markets
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
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3
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
Saved in:
4
Maximum entropy test for autoregressive models
Lee, Sangyeol
;
Park, Siyun
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 119-128)
.
2013
Persistent link: https://www.econbiz.de/10009711159
Saved in:
5
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10003940953
Saved in:
6
A frequency domain methodology for time series modelling
Steehouwer, Hens
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 280-324)
.
2010
Persistent link: https://www.econbiz.de/10008746599
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