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person:"Gil-Alaña, Luis A."
~person:"Dreher, Axel"
~person:"Koopman, Siem Jan"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Gil-Alaña, Luis A.
Dreher, Axel
Koopman, Siem Jan
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Handbook of financial time series
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Nonlinear time series analysis of business cycles
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Stock returns : cyclicity, prediction and economic consequences
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CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies
Gil-Alaña, Luis A.
;
Laniepce, Arnold
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 211-220)
.
2009
Persistent link: https://www.econbiz.de/10003945030
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2
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
3
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan
;
Lee, Kai Ming
;
Wong, Soon Yip
- In:
Nonlinear time series analysis of business cycles
,
(pp. 199-219)
.
2006
Persistent link: https://www.econbiz.de/10003312252
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