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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~person:"Lucas, André"
~person:"Pesaran, M. Hashem"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
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Estimation
56
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56
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20
Theory
20
Deutschland
13
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13
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12
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10
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Aufsatz in Zeitschrift
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75
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75
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72
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72
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24
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Zimmermann, Klaus F.
Lucas, André
Pesaran, M. Hashem
Gupta, Rangan
104
Gil-Alaña, Luis A.
100
Caporale, Guglielmo Maria
58
Tiwari, Aviral Kumar
45
Wohar, Mark E.
44
Zaremba, Adam
44
Bahmani-Oskooee, Mohsen
35
Lee, Chien-chiang
34
Narayan, Paresh Kumar
33
McMillan, David G.
32
Pierdzioch, Christian
31
Balcilar, Mehmet
29
Chang, Tsangyao
29
Moosa, Imad A.
29
Ma, Feng
27
Apergēs, Nikolaos
25
Salisu, Afees A.
25
Xuan Vinh Vo
25
Hammoudeh, Shawkat
24
Bouri, Elie
23
McAleer, Michael
20
Schneider, Friedrich
20
Bollerslev, Tim
19
Jawadi, Fredj
19
Shahbaz, Muhammad
19
Wang, Yudong
19
Chiang, Thomas C.
18
Demirer, Rıza
18
MacDonald, Ronald
18
Brooks, Robert
17
Herwartz, Helmut
17
Zhu, Huiming
17
Cheung, Yin-Wong
16
Rose, Andrew
16
Zhang, Yaojie
16
Bohl, Martin T.
15
Cakici, Nusret
15
Kang, Sang Hoon
15
Mensi, Walid
15
Miller, Stephen M.
15
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Journal of applied econometrics
4
Journal of econometrics
4
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics quarterly
1
Cambridge working papers in economics
1
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1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Economic modelling
1
IZA journal of migration : IZAJOM
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
1
Journal of money, credit and banking : JMCB
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Journal of the American Statistical Association : JASA
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Research in economics : an international review of economics
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ECONIS (ZBW)
24
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2018
Persistent link: https://www.econbiz.de/10012672302
Saved in:
3
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
4
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
5
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
6
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
8
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
9
Counterfactual analysis in macroeconometrics : an empirical investigation into the effects of quantitative easing
Pesaran, M. Hashem
;
Smith, Ron
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 262-280
Persistent link: https://www.econbiz.de/10011631138
Saved in:
10
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
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