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subject:"Asymmetrische Information"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Teräsvirta, Timo"
~subject:"Theory"
~subject:"Volatilität"
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Asymmetrische Information
Theory
Volatilität
Theorie
4
Correlation
2
Korrelation
2
Nichtlineare Regression
2
Nonlinear regression
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
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China
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Climate change
1
Decomposition method
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Dekompositionsverfahren
1
EU countries
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EU-Staaten
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Economic forecast
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Estimation
1
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1
Klimawandel
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1
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Modellierung
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Neural networks
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Prognoseverfahren
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Saisonale Schwankungen
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Scientific modelling
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Seasonal variations
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Wirtschaftsprognose
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changing seasonality
1
long monthly Chinese temperature series
1
nonlinear model
1
nonlinear time series
1
time-varying correlation
1
time-varying variance
1
time-varying vectorsmooth transition autoregression
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Teräsvirta, Timo
Podolskij, Mark
17
Johansen, Søren
11
Santucci de Magistris, Paolo
9
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
7
Hansen, Peter Reinhard
7
Todorov, Viktor
7
Andersen, Torben
6
Ergemen, Yunus Emre
6
Grassi, Stefano
6
Haldrup, Niels
6
Kruse, Robinson
6
Lunde, Asger
6
Barndorff-Nielsen, Ole E.
5
Bennedsen, Mikkel
5
Bollerslev, Tim
5
Borup, Daniel
5
Bredahl Kock, Anders
5
Christensen, Bent Jesper
5
Christensen, Kim
5
Pakkanen, Mikko S.
5
Veliyev, Bezirgen
5
Veraart, Almut E. D.
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Engsted, Tom
4
Fusari, Nicola
4
Hounyo, Ulrich
4
Nielsen, Bent
4
Nonejad, Nima
4
Proietti, Tommaso
4
Rossi, Eduardo
4
Varneskov, Rasmus Tangsgaard
4
Callot, Laurent
3
Dias, Gustavo Fruet
3
Hillebrand, Eric
3
Jansson, Michael
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Kristensen, Dennis
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CREATES research paper
SSE EFI working paper series in economics and finance
11
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
Economics working paper
1
Finnish economic papers
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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2
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
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3
Nonlinear models in macroeconometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011750305
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4
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
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