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Zeitreihenanalyse
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Franses, Philip Hans
10
Hecq, Alain W. J.
6
Gil-Alaña, Luis A.
5
Hassler, Uwe
5
Schmidt, Peter
5
Cook, Steven
4
Giles, David E. A.
4
Lee, Junsoo
4
Peel, David
4
Sibbertsen, Philipp
4
Caporale, Guglielmo Maria
3
Chen, Zhanshou
3
Choi, In
3
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3
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3
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3
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3
Lütkepohl, Helmut
3
Newbold, Paul
3
Shin, Dong-wan
3
Shin, Yongcheol
3
Su, Jen-je
3
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3
Wright, Jonathan H.
3
Yang, Minxian
3
Ōgaki, Masao
3
Abeysinghe, Tilak
2
Amsler, Christine Elaine
2
Baek, Changryong
2
Bewley, Ronald A.
2
Bukenya, James
2
Butler, John S.
2
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2
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2
Crato, Nuno
2
Dezhbakhsh, Hashem
2
Eroğlu, Burak Alparslan
2
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2
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Applied economics letters
Economics letters
Journal of econometrics
326
International journal of forecasting
304
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
171
Econometric reviews
131
Economic modelling
116
Applied economics
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
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71
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66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
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55
Oxford bulletin of economics and statistics
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Technical Report
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SFB 649 discussion paper
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41
Econometrics : open access journal
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ECONIS (ZBW)
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1
Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
Saved in:
2
Frequency domain inference for univariate impule responses
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
Saved in:
3
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
Saved in:
4
Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Lindén, Mikael
- In:
Economics letters
64
(
1999
)
1
,
pp. 31-36
Persistent link: https://www.econbiz.de/10001399164
Saved in:
5
A simple nonlinear filter for economic time series analysis
Wen, Yi
;
Zeng, Bing
- In:
Economics letters
64
(
1999
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
Saved in:
6
Estimation of GARCH process in the presence of structural change
Simonato, Jean-Guy
- In:
Economics letters
40
(
1992
)
2
,
pp. 155-158
Persistent link: https://www.econbiz.de/10001138446
Saved in:
7
Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In
- In:
Economics letters
40
(
1992
)
2
,
pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
Saved in:
8
Inflationary expectations and rationality
Paquet, Alain
- In:
Economics letters
40
(
1992
)
3
,
pp. 303-308
Persistent link: https://www.econbiz.de/10001140209
Saved in:
9
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
10
A method to select between periodic cointegration and seasonal cointegration
Franses, Philip Hans
- In:
Economics letters
41
(
1993
)
1
,
pp. 7-10
Persistent link: https://www.econbiz.de/10001144018
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