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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"CREATES research paper"
~person:"Krämer, Walter"
~person:"Teräsvirta, Timo"
~subject:"Nichtlineare Regression"
~type_genre:"Graue Literatur"
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Share price
Nichtlineare Regression
Estimation theory
11
Schätztheorie
11
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Nonlinear regression
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Statistical test
3
Statistischer Test
3
VAR model
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VAR-Modell
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Börsenkurs
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Correlation
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Estimation
2
Korrelation
2
Schätzung
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Australia
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Australien
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Changing seasonality
1
Cointegration
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Gaussian process
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Kointegration
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Maximum likelihood estimation
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Modellierung
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Graue Literatur
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Stambaugh, Robert F.
Krämer, Walter
Teräsvirta, Timo
Callot, Laurent
2
Silvennoinen, Annastiina
2
Caner, Mehmet
1
Cho, Jin Seo
1
Grassi, Stefano
1
Hall, Anthony D.
1
He, Changli
1
Hubrich, Kirstin
1
Kang, Jian
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kruse, Robinson
1
Medeiros, Marcelo C.
1
Riquelme, Juan Andres
1
Sandberg, Rickard
1
Seong, Dakyung
1
Violante, Francesco
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Yang, Yukai
1
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CREATES research paper
CORE discussion papers : DP
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Discussion paper / Tinbergen Institute
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
NCER working paper series
1
SSE EFI working paper series in economics and finance
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Universität Dortmund / Research Paper
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Working paper series / Center for Research in Security Prices
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ECONIS (ZBW)
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
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4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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5
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
6
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
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