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~person:"Ergemen, Yunus Emre"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Volatilität"
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ARCH model
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Time series analysis
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Long memory
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Ergemen, Yunus Emre
Sibbertsen, Philipp
27
Caporale, Guglielmo Maria
21
Gil-Alaña, Luis A.
19
Asai, Manabu
17
McAleer, Michael
15
Leschinski, Christian
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Martin, Gael M.
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Mensi, Walid
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Peiris, Shelton
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Perron, Pierre
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Poskitt, Donald Stephen
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Prokopczuk, Marcel
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Rodriguez, Gabriel
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Baruník, Jozef
5
Christensen, Bent Jesper
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Gupta, Rangan
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Han, Young Wook
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Nasr, Adnen Ben
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Chkili, Walid
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Degiannakis, Stavros
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Iacone, Fabrizio
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ECONIS (ZBW)
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1
Parametric estimation of
long
memory
in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Parametric estimation of
long
memory
in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10012175866
Saved in:
4
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
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