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Zeitreihenanalyse
Decomposition method
5
Dekompositionsverfahren
5
Theorie
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Theory
4
Time series analysis
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Estimation theory
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VAR-Modell
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Analysis of variance
1
Asset Pricing
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Beta risk
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Betafaktor
1
Börsenkurs
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Capital income
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Cholesky decomposition
1
Correlation
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Korrelation
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Markov chain
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Markov-Kette
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Martingal
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Martingale
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Multivariate Analyse
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Multivariate GARCH
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Multivariate analysis
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Probability theory
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Prognoseverfahren
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Time Varying Beta
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Engsted, Tom
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Grassi, Stefano
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Pedersen, Thomas Q.
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Tanggaard, Carsten
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Violante, Francesco
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Yang, Yukai
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CREATES research paper
International journal of forecasting
12
CAMA working paper series
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Economic modelling
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Energy economics
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Economics letters
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Journal of econometrics
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Journal of forecasting
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Journal of macroeconomics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance and economics discussion series
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Journal of economic dynamics & control
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CAMA Working Paper
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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FEDS Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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Technological forecasting & social change : an international journal
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Tourism management : research, policies, practice
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral
decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
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