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~subject:"Außenwirtschaftliches Gleichgewicht"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: "Liesenfeld, Roman"
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Außenwirtschaftliches Gleichgewicht
Estimation
Theorie
16
Theory
16
Schätzung
13
Volatility
9
Volatilität
9
Börsenkurs
7
Deutschland
7
Estimation theory
7
Germany
7
Schätztheorie
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienmarkt
5
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
5
Stochastic process
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Stochastischer Prozess
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Stock market
5
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3
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Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtlineare Regression
3
Nonlinear regression
3
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3
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3
Prognoseverfahren
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Article
9
Book / Working Paper
4
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Graue Literatur
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Non-commercial literature
15
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13
Working Paper
13
Aufsatz in Zeitschrift
9
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5
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2
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1
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English
13
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Liesenfeld, Roman
13
Jung, Robert
3
Richard, Jean-François
3
Aßmann, Christian
2
Gribisch, Bastian
2
Moura, Guilherme Valle
2
Boysen-Hogrefe, Jens
1
Golosnoy, Vasyl
1
Nolte, Ingmar
1
Pape, Markus
1
Pohlmeier, Winfried
1
Watanabe, Toshiaki
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of econometrics
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
13
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1
Model identification in Bayesian analysis of static and dynamic factor models
Pape, Markus
-
2015
Persistent link: https://www.econbiz.de/10010513818
Saved in:
2
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
3
Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian
-
2012
Persistent link: https://www.econbiz.de/10009714192
Saved in:
4
Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert
;
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009159117
Saved in:
5
Determinants and dynamics of current account reversals : an empirical analysis
Liesenfeld, Roman
;
Moura, Guilherme Valle
;
Richard, …
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 486-517
Persistent link: https://www.econbiz.de/10003983873
Saved in:
6
The decline in German output volatility : a Bayesian analysis
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Liesenfeld, Roman
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10003900979
Saved in:
7
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
8
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
9
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
10
Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
Saved in:
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