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~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
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Wirtschaftswachstum
Zeitreihenanalyse
Decomposition method
5
Dekompositionsverfahren
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Theorie
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Theory
4
Time series analysis
3
ARCH model
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ARCH-Modell
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CAPM
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Estimation theory
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Analysis of variance
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Asset Pricing
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Beta risk
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Betafaktor
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Börsenkurs
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Capital income
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Cholesky decomposition
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Correlation
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Estimation
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Forecasting model
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Kapitaleinkommen
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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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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
Economic modelling
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CAMA working paper series
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Applied economics letters
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Energy economics
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International journal of forecasting
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
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Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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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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Technological forecasting & social change : an international journal
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Tourism management : research, policies, practice
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Working paper series / European Central Bank
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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CESifo working papers
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China economic review : an international journal
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Defence and peace economics
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International review of financial analysis
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Journal of money, credit and banking : JMCB
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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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