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Zeitreihenanalyse
Theorie
57
Theory
57
Time series analysis
47
Estimation theory
35
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35
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28
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28
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46
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Ruiz, Esther
33
González-Rivera, Gloria
11
Poncela, Pilar
10
Pascual, Lorenzo
5
Peña, Daniel
5
Rodríguez-Caballero, Carlos Vladimir
5
Ergemen, Yunus Emre
4
Arroyo, Javier
3
Carnero, M. Angeles
3
Fresoli, Diego
3
Santos, André A. P.
3
Yoldas, Emre
3
Broto, Carmen
2
Caldeira, João F.
2
Corona, Francisco
2
Escribano, Álvaro
2
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2
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2
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2
Romo, Juan
2
Senyuz, Zeynep
2
A. P. Santos, Andre
1
Almeida, Daniel de
1
Caporin, Massimiliano
1
Cordeiro, Werley
1
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1
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Espasa Terrades, Antoni
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Hotta, Luiz K.
1
Lorenzo, Fernando
1
Luo, Yun
1
Maldonado, Javier
1
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1
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1
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International journal of forecasting
12
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2
Dynamic factor models
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2
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1
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1
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Foundations and trends in econometrics
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Handbook of empirical economics and finance
1
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1
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1
VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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ECONIS (ZBW)
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1
Growth in stress
González-Rivera, Gloria
;
Maldonado, Javier
;
Ruiz, Esther
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 948-966
Persistent link: https://www.econbiz.de/10012305193
Saved in:
2
The factor structure of exchange rates volatility : global and intermittent factors
Caporin, Massimiliano
;
Rodríguez-Caballero, Carlos Vladimir
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10015048346
Saved in:
3
Modelos para series temporales heterocedásticas
Ruiz, Esther
- In:
Información comercial española / Cuadernos económicos
(
1994
),
pp. 73-108
Persistent link: https://www.econbiz.de/10001339984
Saved in:
4
Prediction with univariate time series models : the Iberia case
Ruiz, Esther
;
Lorenzo, Fernando
-
1998
Persistent link: https://www.econbiz.de/10001380356
Saved in:
5
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Saved in:
6
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10001686258
Saved in:
7
Detecting level shifts in the presence of conditional heteroscedasticity
Carnero, M. Angeles
(
contributor
);
Peña, Daniel
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198779
Saved in:
8
Bootstrap prediction intervals for power-transformed time series
Pascual, Lorenzo
;
Romo, Juan
;
Ruiz, Esther
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 219-235
Persistent link: https://www.econbiz.de/10002687759
Saved in:
9
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 35-64)
.
2003
Persistent link: https://www.econbiz.de/10001932651
Saved in:
10
Factor extraction in dynamic factor models : Kalman filter versus principal components
Ruiz, Esther
;
Poncela, Pilar
-
2022
Persistent link: https://www.econbiz.de/10014239837
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