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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Cointegration"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Cointegration
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Theorie
130
Theory
130
Time series analysis
57
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57
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32
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32
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2
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Franses, Philip Hans
Giles, David E. A.
Phillips, Peter C. B.
48
McAleer, Michael
46
Lütkepohl, Helmut
35
Andrews, Donald W. K.
32
Saikkonen, Pentti
28
Newey, Whitney K.
27
Baltagi, Badi H.
26
Bollerslev, Tim
26
Li, Qi
26
Pesaran, M. Hashem
26
Robinson, Peter M.
25
Granger, C. W. J.
23
Gupta, Rangan
23
Johansen, Søren
23
Gouriéroux, Christian
21
Krämer, Walter
21
Ohtani, Kazuhiro
21
Ghysels, Eric
20
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
19
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18
Hendry, David F.
18
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18
Linton, Oliver
18
Perron, Pierre
18
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17
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Haldrup, Niels
16
Leybourne, Stephen James
16
Park, Joon Y.
16
Srivastava, Virendra K.
16
Swanson, Norman R.
16
Tauchen, George Eugene
16
Wooldridge, Jeffrey M.
16
Andersen, Torben
15
Asai, Manabu
15
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Economics letters
10
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Oxford bulletin of economics and statistics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
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2
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2
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2
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2
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ECONIS (ZBW)
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41
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1
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
Saved in:
2
Error-correction modelling in discrete and continuous time
Cate, Arie ten
;
Franses, Philip Hans
- In:
Economics letters
101
(
2008
)
2
,
pp. 140-141
Persistent link: https://www.econbiz.de/10003791186
Saved in:
3
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
4
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
5
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
6
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
7
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
8
On forecasting cointegrated seasonal time series
Löf, Mårten
;
Franses, Philip Hans
- In:
International journal of forecasting
17
(
2001
)
4
,
pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
Saved in:
9
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
3
,
pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
Saved in:
10
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
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