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subject:"ARMA model"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
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Search: subject_exact:"ARFIMA-Modell"
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ARMA model
ARMA-Modell
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Analysis of variance
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Börsenkurs
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Capital income
1
Cointegration
1
Estimation
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Forecasting model
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Fractional Cointegration
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High-Frequency Data
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Kapitaleinkommen
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Kointegration
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Long Memory
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Persistence
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Prognoseverfahren
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Realized Variance
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Return Predictability
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Schätzung
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Share price
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Squared Returns
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Theorie
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Theory
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Time series analysis
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Varianzanalyse
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Volatility
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Volatilität
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Zeitreihenanalyse
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Becker, Janis
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Prokopczuk, Marcel
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Sibbertsen, Philipp
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Gottfried Wilhelm Leibniz Universität Hannover
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
National Bureau of Economic Research
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European University Institute / Department of Economics
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Springer International Publishing
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Birkbeck College / Department of Economics
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Columbia University / Department of Economics
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Elinkeinoelämän Tutkimuslaitos
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Federal Reserve Bank of St. Louis
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Institut für Wirtschaftswissenschaften <Wien>
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International Monetary Fund
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Jingji-Yanjiusuo <Taipeh>
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London School of Economics and Political Science
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Robert Schuman Centre for Advanced Studies
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Rutgers University / Department of Economics
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School of Accounting, Finance and Economics <Perth, Western Australia>
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School of Finance and Business Economics <Perth, Western Australia>
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University of Canterbury / Dept. of Economics and Finance
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University of Colorado Boulder / Department of Economics
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University of Reading / Department of Economics
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epubli GmbH
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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