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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Mancino, Maria Elvira"
~person:"Teräsvirta, Timo"
~subject:"Multivariate Analyse"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate Analyse
Theorie
Estimation theory
107
Schätztheorie
107
Time series analysis
58
Zeitreihenanalyse
58
Volatilität
33
Theory
29
ARCH model
28
ARCH-Modell
28
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21
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21
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13
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13
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11
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62
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Bollerslev, Tim
Mancino, Maria Elvira
Teräsvirta, Timo
Härdle, Wolfgang
74
Phillips, Peter C. B.
59
Pesaran, M. Hashem
58
Gouriéroux, Christian
53
Andrews, Donald W. K.
44
McAleer, Michael
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
Giles, David E. A.
35
Imbens, Guido
35
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Li, Qi
26
Linton, Oliver
26
Lucas, André
26
Ohtani, Kazuhiro
26
Koopman, Siem Jan
25
Krämer, Walter
25
Ullah, Aman
25
Bera, Anil K.
24
Ghysels, Eric
24
Maravall Herrero, Agustín
24
Sentana, Enrique
24
Stahlecker, Peter
24
Monfort, Alain
23
Robert, Christian P.
23
Spokojnyj, Vladimir G.
23
Winkelmann, Rainer
23
Engle, Robert F.
22
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Ekonomiska forskningsinstitutet <Stockholm>
3
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2
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CREATES research paper
5
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4
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2
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
62
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51
Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
Saved in:
52
The combination of forecasts using changing weights
Deutsch, Melinda
- In:
International journal of forecasting
10
(
1994
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10001165389
Saved in:
53
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
54
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
55
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
56
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
57
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
58
Determining the number of hidden units in a single hidden-layer neural network model
Teräsvirta, Timo
;
Lin, Chien-fu Jeff
-
1993
Persistent link: https://www.econbiz.de/10000868350
Saved in:
59
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
60
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
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