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person:"Lanne, Markku"
subject:"Zeitreihenanalyse"
~subject:"Autokorrelation"
~subject:"Business cycle"
~subject:"Germany"
~type_genre:"Aufsatz in Zeitschrift"
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Lanne, Markku
Gil-Alaña, Luis A.
88
Wagner, Joachim
51
Caporale, Guglielmo Maria
49
Gupta, Rangan
40
Chang, Tsangyao
29
Moosa, Imad A.
25
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16
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15
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14
Bollerslev, Tim
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Czarnitzki, Dirk
14
Herwartz, Helmut
14
Hübler, Olaf
14
Jalles, João Tovar
14
Koopman, Siem Jan
14
Kraft, Kornelius
14
Narayan, Paresh Kumar
14
Ramírez, Miguel D.
14
Wohar, Mark E.
14
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13
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Kosfeld, Reinhold
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Journal of money, credit and banking : JMCB
1
The econometrics journal
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ECONIS (ZBW)
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1
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
2
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
3
Asymmetric news effects on exchange rate volatility : good vs. bad news in good vs. bad times
Laakkonen, Helinä
;
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009514127
Saved in:
4
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
5
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
6
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
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