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language:"zho"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Scientific modelling"
~subject:"Volatilität"
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Search: subject_exact:"Trendmodell"
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Scientific modelling
Volatilität
World
Time series analysis
164
Zeitreihenanalyse
164
Theorie
70
Theory
70
Estimation theory
59
Schätztheorie
59
Forecasting model
28
Prognoseverfahren
28
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25
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25
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25
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19
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19
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15
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15
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15
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13
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13
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13
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12
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11
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11
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11
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11
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11
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11
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11
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10
Nonparametric statistics
10
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9
Autokorrelation
9
State space model
9
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8
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39
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Teräsvirta, Timo
7
Hansen, Peter Reinhard
4
Johansen, Søren
4
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Amado, Cristina
2
Hounyo, Ulrich
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Nonejad, Nima
2
Rossi, Eduardo
2
Voev, Valeri
2
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1
Atkinson, Anthony C.
1
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1
Boldrini, Lorenzo
1
Bollerslev, Tim
1
Bredahl Kock, Anders
1
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1
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1
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1
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1
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1
Ergemen, Yunus Emre
1
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1
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1
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1
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1
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Kanaya, Shin
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CREATES research paper
Journal of econometrics
134
Discussion paper / Tinbergen Institute
93
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92
International journal of forecasting
77
Economic modelling
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of empirical finance
50
Applied economics
48
Finance research letters
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Journal of forecasting
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Econometric reviews
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40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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CESifo working papers
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SFB 649 discussion paper
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ECONIS (ZBW)
39
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39
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
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
Saved in:
4
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
5
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
6
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
7
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
8
Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric
;
Johansen, Søren
;
Schmith, Torben
-
2015
Persistent link: https://www.econbiz.de/10010529452
Saved in:
9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
10
Forecasting the global mean sea level, a continuous-time state-space approach
Boldrini, Lorenzo
-
2015
Persistent link: https://www.econbiz.de/10011327705
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