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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Heteroscedasticity"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Trendbereinigung"
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Heteroscedasticity
Prognoseverfahren
Time series analysis
17
Zeitreihenanalyse
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ARCH model
7
ARCH-Modell
7
Theorie
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Theory
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Großbritannien
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1264-1913
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1999-2000
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ARMA model
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McAleer, Michael
4
Caporin, Massimiliano
2
Busch, Thomas
1
Chang, Chia-Lin
1
Christiansen, Charlotte
1
Franses, Philip Hans
1
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1
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Centre for Analytical Finance <Århus>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
24
European University Institute / Department of Economics
5
European University Institute / Department of Law
5
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
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3
Gottfried Wilhelm Leibniz Universität Hannover
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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London School of Economics and Political Science
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2
University of Cambridge / Department of Applied Economics
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Université de Montréal / Département de sciences économiques
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Zentrum für Europäische Wirtschaftsforschung
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Australasian Economic Modelling Conference <1992, Cairns>
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Bayerische Hypotheken- und Wechsel-Bank
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Birkbeck College / Department of Economics
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Boston College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
2
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
3
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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