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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Estimation
Time varying parameters
Zustandsraummodell
Theorie
5
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5
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3
Time series analysis
3
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Karanasos, Menelaos
Harvey, David I.
3
Leybourne, Stephen James
3
Baillie, Richard
2
Bernardi, Mauro
2
Cho, Dooyeon
2
Gradojevic, Nikola
2
Gribisch, Bastian
2
Kim, Dongcheol
2
Kim, Minjoo
2
Koop, Gary
2
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2
Sollis, Robert
2
Taylor, Robert
2
Tzavalis, Elias
2
Wang, Yudong
2
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1
Adcock, Christopher
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1
Arakelian, V.
1
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1
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1
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1
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1
Canepa, Alessandra
1
Caporin, Massimiliano
1
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1
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CAMA working paper series
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Journal of econometrics
5
Economics letters
4
Journal of economic dynamics & control
4
Applied economics
3
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3
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International statistical review : a journal of the International Statistical Institute and its associations
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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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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:
2
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
3
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:
4
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
5
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
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