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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working papers in quantitative economics and econometrics"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Krämer, Walter"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Financial market"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Volatilität"
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Zeitreihenanalyse
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Theorie
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106
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Newbold, Paul
Choi, In
Ghose, Devajyoti
Kapetanios, George
Krämer, Walter
McAleer, Michael
Schmidt, Peter
Phillips, Peter C. B.
19
Chan, Joshua
15
Franses, Philip Hans
15
Taylor, Robert
13
Werker, Bas J. M.
11
Park, Joon Y.
9
Leybourne, Stephen James
8
Lütkepohl, Helmut
8
Chambers, Marcus J.
7
Harvey, David I.
7
Hassler, Uwe
7
Kleijnen, Jack P. C.
7
Koop, Gary
7
Bierens, Herman J.
6
Drost, Feike C.
6
Eijffinger, Sylvester C. W.
6
Hecq, Alain W. J.
6
Herwartz, Helmut
6
Hong, Yongmiao
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Johansen, Søren
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Koopman, Siem Jan
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Maasoumi, Esfandiar
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Moon, Hyungsik Roger
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Nijman, Theodore E.
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Pagan, Adrian R.
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Renault, Eric
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Saikkonen, Pentti
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Shin, Yongcheol
6
Spanos, Aris
6
Wong, Benjamin
6
Andreou, Elena
5
Baillie, Richard
5
Castelnuovo, Efrem
5
Cavaliere, Giuseppe
5
Haque, Qazi
5
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5
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The Japanese economic review : the journal of the Japanese Economic Association
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1
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ECONIS (ZBW)
41
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
6
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
7
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
Saved in:
8
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
9
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
10
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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