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Search: subject:"Modellierung"
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Modellierung
32
Scientific modelling
32
Time series analysis
12
Zeitreihenanalyse
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Volatility
9
Volatilität
9
Estimation theory
7
Schätztheorie
7
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Johansen, Søren
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
Hansen, Peter Reinhard
2
Nielsen, Morten Ørregaard
2
Proietti, Tommaso
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Würtz, Allan H.
2
Aiolfi, Marco
1
Amado, Cristina
1
Atkinson, Anthony C.
1
Bach, Christian
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Capistrán Carmona, Carlos
1
Christensen, Bent Jesper
1
Dziubinski, Matt
1
Fusari, Nicola
1
Gatarek, Lukasz
1
Gørgens, Tue
1
Huang, Zhuowei
1
Jensen, Peter Sandholt
1
Kock, Anders B.
1
Kristensen, Dennis
1
Lange, Theis
1
Li, Yushu
1
Lunde, Asger
1
Medeiros, Marcelo C.
1
Nason, James Michael
1
Nonejad, Nima
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
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1
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CREATES research paper
LEM working paper series
75
Working paper
70
Discussion paper / Tinbergen Institute
59
Working paper / National Bureau of Economic Research, Inc.
59
Discussion paper / Centre for Economic Policy Research
50
CESifo working papers
40
Econometric Institute research papers
39
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Working Paper
36
Cowles Foundation discussion paper
31
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30
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27
ERIM report series research in management
27
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25
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23
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23
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23
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22
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22
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21
Tinbergen Institute Discussion Paper
20
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20
Discussion papers / Department of Economics, University of Copenhagen
19
IHS economics series : working paper
19
Sciences Po OFCE working paper
19
Research paper series / Swiss Finance Institute
18
Discussion papers / Helsinki Center of Economic Research : discussion paper
17
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
CAMP working paper series
16
Lecture notes in economics and mathematical systems : LNEMS
16
Finance and economics discussion series
15
Reihe Ökonomie
15
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CAMA working paper series
14
ECB Working Paper
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ECONIS (ZBW)
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
2
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
4
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
5
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
6
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
7
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
8
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
9
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
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