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person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Maravall Herrero, Agustín"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"ARMA-Modell"
~subject:"Kalman filter"
~subject:"Maximum likelihood estimation"
~subject:"Volatilität"
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ARMA-Modell
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Kapetanios, George
Maravall Herrero, Agustín
Swanson, Norman R.
Santucci de Magistris, Paolo
2
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Journal of empirical finance
Working papers / Rutgers University, Department of Economics
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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