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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Liesenfeld, Roman"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Bootstrap approach
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Markov-Kette
Time varying parameters
Theorie
4
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Liesenfeld, Roman
Paccagnini, Alessia
Spanos, Aris
Harvey, David I.
3
Koop, Gary
3
Leybourne, Stephen James
3
Baillie, Richard
2
Cho, Dooyeon
2
Gradojevic, Nikola
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Gribisch, Bastian
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Kapetanios, George
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Karanasos, Menelaos
2
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Kim, Minjoo
2
Li, Kai
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Maheu, John M.
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Nelson, Charles R.
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Sollis, Robert
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Taylor, Robert
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Tzavalis, Elias
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Wang, Yudong
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Yang, Qiao
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Bank of Finland research discussion papers
CAMA working paper series
Journal of empirical finance
Econometric reviews
9
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied economics
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Economics letters
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
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1
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
2
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
3
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
4
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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