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Search: subject:"Zeitreihenanalyse"
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ARCH model
Time series analysis
38
Zeitreihenanalyse
38
Theorie
23
Theory
23
Factor analysis
11
Faktorenanalyse
11
Estimation theory
10
Schätztheorie
10
Volatility
10
Volatilität
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Capital income
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time-varying models
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Estimation
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Ranks
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Schätzung
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multivariate time series
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time series
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ARMA model
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ARMA-Modell
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Multivariate Analyse
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Multivariate Verteilung
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Multivariate analysis
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Multivariate distribution
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Ranking method
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Ranking-Verfahren
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Stochastic process
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Stochastischer Prozess
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non-stationary process
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Hallin, Marc
6
Barigozzi, Matteo
3
Alj, Abdelkamel
1
Azrak, Rajae
1
Hotta, Luiz K.
1
La Vecchia, Davide
1
Mazzeu, João H. G.
1
Mélard, Guy
1
Pereira, Pedro L. Valls
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Trucios, Carlos
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Trucíos, Carlos
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ECARES working paper
Journal of banking & finance
Discussion paper / Tinbergen Institute
40
CREATES research paper
19
Journal of risk and financial management : JRFM
17
Econometric Institute research papers
15
International Journal of Energy Economics and Policy : IJEEP
13
International journal of economics and financial issues : IJEFI
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Econometrics : open access journal
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Working paper
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CBN journal of applied statistics
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Cambridge working papers in economics
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Risks : open access journal
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CESifo working papers
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
CORE discussion paper : DP
4
Discussion paper series
4
Discussion papers / Department of Economics, University of Copenhagen
4
Financial innovation : FIN
4
Finmap working paper
4
IWQW discussion paper series
4
Iranian economic review : journal of University of Tehran
4
Romanian journal of economic forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
CFS working paper series
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Cogent economics & finance
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DIW Berlin Discussion Paper
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IES working paper
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International Journal of Financial Studies : open access journal
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International journal of economic perspectives : IJEP
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ECONIS (ZBW)
8
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1
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
2
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
3
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
4
FloGARCH : realizing long memory and asymmetries in returns volatility
Vander Elst, Harry
-
2015
Persistent link: https://www.econbiz.de/10011289172
Saved in:
5
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
6
On conditions in central limit theorems for martingale difference arrays long version
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
-
2014
Persistent link: https://www.econbiz.de/10010378427
Saved in:
7
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
8
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
-
2014
Persistent link: https://www.econbiz.de/10010483698
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