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subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
Time series analysis
4
Statistical distribution
3
Statistische Verteilung
3
robustness
2
ARCH model
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ARCH-Modell
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Capital market returns
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Outliers
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count data
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directional data
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generalized autoregressive conditional heteroscedasticity
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generalized beta distribution of the second kind
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observation-driven model
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outlier
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score
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seasonal
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t-distribution
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trend
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Harvey, Andrew C.
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
25
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Lütkepohl, Helmut
20
Teräsvirta, Timo
18
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Lucas, André
15
Kapetanios, George
14
Linton, Oliver
13
Peng, Bin
13
Swanson, Norman R.
13
Brännäs, Kurt
12
Gouriéroux, Christian
12
Härdle, Wolfgang
12
Koop, Gary
12
Nielsen, Bent
12
Hyndman, Rob J.
11
Pesaran, M. Hashem
11
Gómez, Víctor
10
Li, Degui
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Martin, Gael M.
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Marcellino, Massimiliano
8
Andersen, Torben
7
Bauwens, Luc
7
Breitung, Jörg
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Cambridge working papers in economics
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Temi di discussione del Servizio Studi / Banca d'Italia
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ECONIS (ZBW)
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Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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2
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
3
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
4
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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