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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita"
~isPartOf:"Journal of empirical finance"
~person:"Kapetanios, George"
~person:"Teräsvirta, Timo"
~subject:"Long memory"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Share price
Long memory
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Estimation theory
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Stambaugh, Robert F.
Kapetanios, George
Teräsvirta, Timo
Baillie, Richard
4
Satchell, Stephen
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2
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Wongwachara, Warapong
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Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
Journal of empirical finance
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16
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
2
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
3
Strong superiority of heterogeneous linear estimators
Teräsvirta, Timo
-
1983
Persistent link: https://www.econbiz.de/10002914199
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