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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~person:"Hautsch, Nikolaus"
~person:"Lucas, André"
~person:"Teräsvirta, Timo"
~subject:"Schätzung"
~subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Schätzung
Volatilität
Theorie
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Theory
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Time series analysis
3
Correlation
2
Estimation
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Korrelation
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Hautsch, Nikolaus
Lucas, André
Teräsvirta, Timo
Podolskij, Mark
8
Santucci de Magistris, Paolo
8
Johansen, Søren
6
Andreasen, Martin Møller
5
Grassi, Stefano
5
Haldrup, Niels
5
Nielsen, Morten Ørregaard
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Bennedsen, Mikkel
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Bollerslev, Tim
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Christensen, Kim
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Ergemen, Yunus Emre
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Kruse, Robinson
4
Todorov, Viktor
4
Barndorff-Nielsen, Ole E.
3
Borup, Daniel
3
Bredahl Kock, Anders
3
Dias, Gustavo Fruet
3
Hansen, Peter Reinhard
3
Hillebrand, Eric
3
Hounyo, Ulrich
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Lunde, Asger
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Nonejad, Nima
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Proietti, Tommaso
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Rossi, Eduardo
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Veliyev, Bezirgen
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Veraart, Almut E. D.
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Horel, Guillaume
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Kjær, Mads Markvart
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Meddahi, Nour
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CREATES research paper
Discussion paper / Tinbergen Institute
41
SFB 649 discussion paper
15
SSE EFI working paper series in economics and finance
15
CFS working paper series
11
Journal of econometrics
9
Journal of applied econometrics
7
Working paper series in economics and finance
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
CoFE discussion papers
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
Econometric reviews
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Report / Erasmus Center for Financial Research, Erasmus University
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Applied quantitative finance
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CFS Working Paper
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Energy economics
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Journal of banking & finance
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Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of forecasting
2
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
2
Report / Econometric Institute, Erasmus University Rotterdam
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SFB 649 Discussion Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Sveriges Riksbank working paper series
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A companion to economic forecasting
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Advanced texts in econometrics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Bank strategies and challenges in the new Europe
1
Business cycles, indicators, and forecasting
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CORE discussion papers : DP
1
DNB working paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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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
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
Saved in:
3
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
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