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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Time series analysis"
~subject:"Volatility"
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Search: subject_exact:"Autoregressive fractionally integrated moving average"
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Time series analysis
Volatility
ARMA model
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ARMA-Modell
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Analysis of variance
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Börsenkurs
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Capital income
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Cointegration
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Estimation
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High-Frequency Data
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Kapitaleinkommen
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Kointegration
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Long Memory
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Realized Variance
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Return Predictability
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Schätzung
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Share price
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Theorie
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Theory
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Varianzanalyse
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Volatilität
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Becker, Janis
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Prokopczuk, Marcel
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Sibbertsen, Philipp
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Gottfried Wilhelm Leibniz Universität Hannover
European University Institute / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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Birkbeck College / Department of Economics
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Columbia University / Department of Economics
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Federal Reserve Bank of St. Louis
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Institut für Wirtschaftswissenschaften <Wien>
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Rutgers University / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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