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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of forecasting"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cai, Yuzhi"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Yu, Jun"
~subject:"ARCH-Modell"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cai, Yuzhi
Cavaliere, Giuseppe
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Yu, Jun
Brooks, Chris
5
Franses, Philip Hans
5
García-Ferrer, Antonio
5
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3
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3
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3
Ravishanker, Nalini
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Souza, Reinaldo Castro
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3
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2
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Gooijer, Jan G. de
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Jun, Duk Bin
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2
Men, Zhongxian
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Nieto, Fabio H.
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Journal of forecasting
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18
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14
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9
Econometric theory
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Economics letters
7
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5
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Decision making and risk/return optimization in financial economics
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ECONIS (ZBW)
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1
Quantile double AR time series models for financial returns
Cai, Yuzhi
;
Montes-Rojas, Gabriel
;
Olmo, Jose
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009789563
Saved in:
2
A forecasting procedure for nonlinear autoregressive time series models
Cai, Yuzhi
- In:
Journal of forecasting
24
(
2005
)
5
,
pp. 335-352
Persistent link: https://www.econbiz.de/10003070039
Saved in:
3
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
4
Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Leybourne, Stephen James
- In:
Journal of forecasting
12
(
1993
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001136552
Saved in:
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