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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Share price"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Estimation theory
Estimation
Share price
Time varying parameters
Theorie
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6
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4
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2
Bayes-Statistik
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Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Bera, Anil K.
13
Chan, Joshua
12
Koenker, Roger
6
Wong, Benjamin
6
Haque, Qazi
5
Pagan, Adrian R.
5
Castelnuovo, Efrem
4
Koop, Gary
4
Paccagnini, Alessia
4
Baillie, Richard
3
Bilias, Yannis
3
Caggiano, Giovanni
3
Harvey, David I.
3
Kim, Sangwhan
3
Kollmann, Robert
3
Leybourne, Stephen James
3
Morley, James C.
3
Premaratne, Gamini
3
Bernardi, Mauro
2
Breunig, Robert
2
Buncic, Daniel
2
Cho, Dooyeon
2
Choi, Sangyup
2
Cross, Jamie L.
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Dungey, Mardi H.
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Eisenstat, Eric
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Gospodinov, Nikolaj
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Grant, Angelia L.
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Hasan, M. N.
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2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Minjoo
2
Kuan, Chung-ming
2
Machado, José A. F.
2
Magnusson, Leandro M.
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CAMA working paper series
Journal of empirical finance
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
Working paper
6
Economics letters
5
Journal of econometrics
5
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3
Economic research paper / Loughborough University, Department of Economics
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International statistical review : a journal of the International Statistical Institute and its associations
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ECONIS (ZBW)
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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
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:
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
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:
5
Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.
;
Newbold, Paul
;
Kuan, Chung-ming
-
1994
Persistent link: https://www.econbiz.de/10000891463
Saved in:
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