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Heterogeneity in macro-finance : the role of disaggregate dynamics in aggregate fluctuations
ElFayoumi, Khalid
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2019
Persistent link: https://www.econbiz.de/10012134555
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
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2019
Persistent link: https://www.econbiz.de/10012104832
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3
GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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4
Essays on robust long memory inference
Will, Michael Wolfgang
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2018
Persistent link: https://www.econbiz.de/10012123519
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5
Essays in modeling fat time series data using Bayesian econometrics
Prüser, Jan
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2018
Persistent link: https://www.econbiz.de/10012104866
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6
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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7
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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8
Model selection methods for panel vector autoregressive models
Camehl, Annika
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2018
Persistent link: https://www.econbiz.de/10012154338
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9
Three essays on time-varying parameters and time series networks
Rothfelder, Mario
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2018
Persistent link: https://www.econbiz.de/10011811090
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10
Dependence modeling with applications in financial econometrics
Kurz, Malte Simon
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2018
Persistent link: https://www.econbiz.de/10012164590
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