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person:"Croux, Christophe"
subject:"Volatility"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
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81
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59
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46
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Phillips, Peter C. B.
136
Härdle, Wolfgang
76
Pesaran, M. Hashem
75
Gao, Jiti
73
Gouriéroux, Christian
66
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61
Koopman, Siem Jan
60
Swanson, Norman R.
53
Linton, Oliver
52
McAleer, Michael
52
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50
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48
Teräsvirta, Timo
48
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Robinson, Peter M.
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Giles, David E. A.
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Nielsen, Morten Ørregaard
40
Lucas, André
39
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38
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37
Koop, Gary
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Granger, C. W. J.
36
Stock, James H.
36
Zakoïan, Jean-Michel
36
Imbens, Guido
35
Perron, Pierre
34
Krämer, Walter
33
Monfort, Alain
33
Nelson, Daniel B.
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Brännäs, Kurt
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Haldrup, Niels
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Li, Qi
32
Sibbertsen, Philipp
32
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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ECONIS (ZBW)
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111
Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut
- In:
Econometric theory
4
(
1988
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
Saved in:
112
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
Saved in:
113
Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J.
- In:
Model reliability
,
(pp. 1-17)
.
1986
Persistent link: https://www.econbiz.de/10001274970
Saved in:
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