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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"CREATES research paper"
~subject:"Börsenkurs"
~subject:"Theory"
~subject:"Volatility"
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Search: subject_exact:"Trendmodell"
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Börsenkurs
Theory
Volatility
Time series analysis
350
Zeitreihenanalyse
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155
Estimation theory
104
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104
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55
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Phillips, Peter C. B.
46
Grassi, Stefano
6
Podolskij, Mark
6
Teräsvirta, Timo
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Hansen, Peter Reinhard
5
Johansen, Søren
5
Santucci de Magistris, Paolo
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Yu, Jun
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Kruse, Robinson
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Bredahl Kock, Anders
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Chen, Xiaohong
3
Gil-Alaña, Luis A.
3
Lieberman, Offer
3
Nonejad, Nima
3
Proietti, Tommaso
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Sun, Yixiao
3
Voev, Valeri
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2
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Cowles Foundation discussion paper
Applied financial economics
CREATES research paper
Journal of econometrics
393
International journal of forecasting
336
Economics letters
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
265
Journal of forecasting
237
Discussion paper / Tinbergen Institute
205
Econometric theory
197
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151
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134
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
118
Energy economics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Journal of applied econometrics
94
Working paper / Department of Econometrics and Business Statistics, Monash University
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85
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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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54
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52
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SFB 649 discussion paper
51
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ECONIS (ZBW)
191
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
4
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
8
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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