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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Harvey, Andrew C."
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Mathematische Optimierung
Portfolio-Management
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Theorie
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Theory
67
Time series analysis
55
Estimation theory
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Harvey, Andrew C.
Franses, Philip Hans
142
Koopman, Siem Jan
141
Phillips, Peter C. B.
138
Fabozzi, Frank J.
135
Diebold, Francis X.
122
Gil-Alaña, Luis A.
117
Härdle, Wolfgang
105
Pesaran, M. Hashem
105
Caporale, Guglielmo Maria
103
McAleer, Michael
94
Timmermann, Allan
91
Bollerslev, Tim
88
Campbell, John Y.
86
Lucas, André
82
Lütkepohl, Helmut
80
Maurer, Raimond
80
Engle, Robert F.
79
Koop, Gary
74
Stambaugh, Robert F.
73
Platen, Eckhard
68
Ghysels, Eric
65
Teräsvirta, Timo
65
Satchell, Stephen
62
Granger, C. W. J.
60
Sibbertsen, Philipp
60
Swanson, Norman R.
59
Gollier, Christian
57
Guidolin, Massimo
57
Gupta, Rangan
57
Harvey, Campbell R.
57
Bauwens, Luc
56
Kunst, Robert M.
56
Marcellino, Massimiliano
56
Chiarella, Carl
55
Dijk, Herman K. van
55
Gouriéroux, Christian
55
Maravall Herrero, Agustín
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Lo, Andrew W.
54
Ang, Andrew
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ECONIS (ZBW)
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61
Continuous time autoregressive models with common stochastic trends
Harvey, Andrew C.
-
1988
Persistent link: https://www.econbiz.de/10001269088
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62
The econometric analysis of time series
Harvey, Andrew C.
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1986
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Reprinted
Persistent link: https://www.econbiz.de/10000764770
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