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Subject
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Theorie 9 Theory 9 Estimation theory 8 Schätztheorie 8 Time series analysis 6 Zeitreihenanalyse 6 Volatility 3 Volatilität 3 Black-Scholes model 1 Black-Scholes-Modell 1 Deutschland 1 Estimation 1 Exchange rate 1 Geldnachfrage 1 Germany 1 Hedging 1 Money demand 1 Neural networks 1 Neuronale Netze 1 Saisonale Schwankungen 1 Schätzung 1 Seasonal variations 1 Statistical theory 1 Statistische Methodenlehre 1 Wechselkurs 1
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Article 10
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10
Language
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English 10
Author
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Saikkonen, Pentti 2 Bierens, Herman J. 1 Bossaerts, Peter L. 1 Breitung, Jörg 1 Cybakov, Aleksandr B. 1 Draisma, Gerrit 1 Drost, Feike C. 1 Franses, Philip Hans 1 Gallant, A. Ronald 1 Gouriéroux, Christian 1 Granger, C. W. J. 1 Hillion, Pierre Henri 1 Hsieh, David A. 1 Härdle, Wolfgang 1 Inoue, Tomoo 1 Klaassen, Chris A. 1 Luukkonen, Ritva 1 Lütkepohl, Helmut 1 Morin, Norman 1 Tauchen, George Eugene 1
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Journal of econometrics 10 Nonparametric dynamic modelling 10
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ECONIS (ZBW) 10
Showing 1 - 10 of 10
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Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans - In: Journal of econometrics 81 (1997) 1, pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
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Local parametric analysis of hedging in discrete time
Bossaerts, Peter L. - In: Journal of econometrics 81 (1997) 1, pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Efficient estimation in semiparametric GARCH models
Drost, Feike C. - In: Journal of econometrics 81 (1997) 1, pp. 193-221
Persistent link: https://www.econbiz.de/10001336797
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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald - In: Journal of econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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Testing cointegration in infinite order vector autoregressive processes
Saikkonen, Pentti - In: Journal of econometrics 81 (1997) 1, pp. 93-126
Persistent link: https://www.econbiz.de/10001336800
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Nonlinear stochastic trends
Granger, C. W. J. - In: Journal of econometrics 81 (1997) 1, pp. 65-92
Persistent link: https://www.econbiz.de/10001336801
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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J. - In: Journal of econometrics 81 (1997) 1, pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
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Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
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