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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Inflation"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Inflation
Volatility
Theorie
130
Theory
130
Time series analysis
57
Zeitreihenanalyse
57
Forecasting model
32
Prognoseverfahren
32
Estimation theory
31
Saisonale Schwankungen
26
Seasonal variations
26
USA
15
United States
15
Estimation
11
Schätzung
11
Autocorrelation
8
Autokorrelation
8
Statistical test
7
Statistischer Test
7
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6
Kointegration
6
Netherlands
6
Neuseeland
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Aufsatz in Zeitschrift
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51
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51
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50
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50
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40
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2
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1
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English
40
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Franses, Philip Hans
Giles, David E. A.
McAleer, Michael
41
Gupta, Rangan
35
Phillips, Peter C. B.
32
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Bollerslev, Tim
26
Li, Qi
26
Baltagi, Badi H.
23
Ghysels, Eric
21
Gouriéroux, Christian
21
Granger, C. W. J.
21
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Krämer, Walter
19
Diebold, Francis X.
18
Horowitz, Joel
18
Perron, Pierre
18
Caporale, Guglielmo Maria
17
King, Maxwell L.
17
Lee, Lung-fei
17
Robinson, Peter M.
17
Ullah, Aman
17
Linton, Oliver
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Tauchen, George Eugene
16
Wooldridge, Jeffrey M.
16
Andersen, Torben
15
Asai, Manabu
15
Baillie, Richard
15
Bekaert, Geert
15
Hahn, Jinyong
15
Schmidt, Peter
15
Serletis, Apostolos
15
Aït-Sahalia, Yacine
14
Bera, Anil K.
14
Engle, Robert F.
14
Kelejian, Harry H.
14
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Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Oxford bulletin of economics and statistics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Econometric reviews
2
Journal of applied econometrics
2
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Econometric theory
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of international financial markets, institutions & money
1
Nonparametric dynamic modelling
1
Testing integration and cointegration
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The journal of international trade & economic development
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ECONIS (ZBW)
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1
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
2
On inflation expectations in the NKPC model
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1853-1864
Persistent link: https://www.econbiz.de/10012215892
Saved in:
3
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
4
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:
5
Empirical causality between bigger banknotes and inflation
Franses, Philip Hans
- In:
Applied economics letters
13
(
2006
)
12
,
pp. 751-752
Persistent link: https://www.econbiz.de/10003385593
Saved in:
6
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:
7
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
8
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:
9
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:
10
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
3
,
pp. 427-449
Persistent link: https://www.econbiz.de/10001413385
Saved in:
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