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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Bernardi, Mauro"
~person:"Dagum, Estela Bee"
~person:"Ghose, Devajyoti"
~person:"Gouriéroux, Christian"
~person:"Spanos, Aris"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Portfolio selection"
~subject:"Schätztheorie"
~subject:"Scientific modelling"
~subject:"Time varying parameters"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Autokorrelation
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Newbold, Paul
Bernardi, Mauro
Dagum, Estela Bee
Ghose, Devajyoti
Gouriéroux, Christian
Spanos, Aris
Leybourne, Stephen James
8
Phillips, Peter C. B.
8
Taylor, Robert
8
Harvey, David I.
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
An, Sungbae
5
Kilian, Lutz
5
Schorfheide, Frank
5
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4
Bera, Anil K.
4
Carroll, Raymond J.
4
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4
Kapetanios, George
4
Koop, Gary
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Kumbhakar, Subal
4
Nijman, Theodore E.
4
Psaradakis, Zacharias G.
4
Baillie, Richard
3
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3
Cavaliere, Giuseppe
3
Dijk, Herman K. van
3
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3
Granger, C. W. J.
3
Hendry, David F.
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King, Maxwell L.
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Lee, Tae-hwy
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Li, Qi
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Lucas, André
3
Orme, Chris D.
3
Pesaran, M. Hashem
3
Proietti, Tommaso
3
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3
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CAMA working paper series
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8
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1
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1
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1
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
Review of quantitative finance and accounting
1
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
1
The econometrics journal
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ECONIS (ZBW)
18
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1
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:
2
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:
3
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
Saved in:
4
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
5
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
6
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
7
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
8
Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
Saved in:
9
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
10
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
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