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~isPartOf:"CORE discussion papers : DP"
~subject:"ARMA-Modell"
~subject:"Analysis of variance"
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ARMA-Modell
Analysis of variance
ARCH model
35
ARCH-Modell
35
Volatility
14
Volatilität
14
Theorie
11
Theory
11
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
Correlation
7
Korrelation
7
Stochastic process
6
Stochastischer Prozess
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Estimation
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Markov chain
5
Markov-Kette
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Schätzung
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Capital income
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Kapitaleinkommen
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4
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4
ARMA model
3
Bayes-Statistik
3
Bayesian inference
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Multivariate Analyse
3
Multivariate analysis
3
Portfolio selection
3
Portfolio-Management
3
Varianzanalyse
3
Capital market returns
2
Dynamic conditional correlations
2
EGARCH
2
Forecasting model
2
Kapitalmarktrendite
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
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Breitung, Jörg
2
Hafner, Christian M.
2
Bauwens, Luc
1
Bauwensa, Luc
1
Braione, Manuela
1
Laurent, Sébastien
1
Rombouts, Jeroen V. K.
1
Silvestrini, Andrea
1
Storti, Giuseppe
1
Veredas, David
1
Violante, Francesco
1
Xu, Yongdeng
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
10
Econometric Institute research papers
7
Working paper series / University of Zurich, Department of Economics
5
Discussion papers in economics
4
International journal of forecasting
4
Journal of econometrics
4
Journal of financial econometrics
4
Working paper
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International Journal of Energy Economics and Policy : IJEEP
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of time series econometrics
3
Risks : open access journal
3
Applied economics letters
2
Applied financial economics
2
Economics letters
2
Energy economics
2
International journal of economics and financial issues : IJEFI
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Reihe Quantitative Ökonomie : Ökon
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
SFB 649 discussion paper
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
A Stata Press publication
1
AFA 2011 Denver Meetings Paper
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in Pacific Basin financial markets
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Annals of finance
1
Annals of financial economics
1
Application of operations research to financial markets
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
5
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
6
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
Saved in:
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