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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
307
Theory
299
Zeitreihenanalyse
244
Time series analysis
233
Prognoseverfahren
135
Forecasting model
129
Schätztheorie
129
Estimation theory
126
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85
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79
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70
Nonlinear regression
70
Volatilität
70
Volatility
67
Ökonometrie
54
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52
Estimation
51
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45
Capital income
42
USA
39
United States
39
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36
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34
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29
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28
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27
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27
Kointegration
27
Share price
26
Statistischer Test
26
Statistical test
25
Wirtschaftsprognose
25
Economic forecast
23
Regression analysis
23
Regressionsanalyse
23
VAR model
22
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22
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21
Statistical theory
21
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Free
14
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21
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16
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16
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14
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14
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English
42
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Teräsvirta, Timo
18
Patton, Andrew J.
15
Granger, C. W. J.
9
Amado, Cristina
4
Bollerslev, Tim
4
Nakatani, Tomoaki
4
Ding, Zhuanxin
3
Hyung, Namwon
3
Quaedvlieg, Rogier
3
Silvennoinen, Annastiina
3
Catani, Paul
2
Engle, Robert F.
2
Sin, Chor-yiu
2
Weller, Brian M.
2
Yin, Meiqun
2
Zhang, Haozhe
2
Zhao, Zhenfang
2
De Lira Salvatierra, Irving Arturo
1
Li, Jia
1
Lundbergh, Stefan
1
Malmsten, Hans
1
Oh, Dong Hwan
1
Rydén, Tobias
1
Sheppard, Kevin
1
Starica, Catalin
1
Åsbrink, Stefan E.
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Ekonomiska forskningsinstitutet <Stockholm>
2
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SSE EFI working paper series in economics and finance
6
CREATES research paper
4
Discussion paper / Department of Economics, University of California San Diego
4
Journal of empirical finance
4
Journal of econometrics
3
Econometric reviews
2
Journal of financial economics
2
The review of economics and statistics
2
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1
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1
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1
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1
Economics letters
1
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1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
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The econometrics journal
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ECONIS (ZBW)
42
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1
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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2
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
3
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
Saved in:
4
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
5
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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6
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
7
Nonstationarities in stock returns
Starica, Catalin
;
Granger, C. W. J.
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 502-522
Persistent link: https://www.econbiz.de/10003086459
Saved in:
8
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
9
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
10
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
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