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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Töws, Eugen"
~person:"Weigand, Roland"
~subject:"Bayesian inference"
~subject:"Deutschland"
~subject:"Germany"
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Cointegration
Bayesian inference
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Estimation
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Credit risk
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density forecasting
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factor model
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finite-horizon identification
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fractional cointegration
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fractional integration
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impulse response function
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long memory
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long-run restriction
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misspecification
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realized covariance matrix
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Töws, Eugen
Weigand, Roland
Albers, Sönke
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Andersson, Magnus
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Bruns, Martin
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Callot, Laurent
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Crößmann, Roman
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Elvstrøm Ekner, Line
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Gaißer, Sandra Caterina
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Gaul, Jürgen
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Herwartz, Helmut
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Hoogerheide, Lennart Frank
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Jacobi, Liana
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Kejriwal, Mohitosh
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Kripfganz, Sebastian
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Kwon, Tae Yeon
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Mercereau, Benoît
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Nejstgaard, Emil
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Oord, Arco van
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Proppe, Dennis
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Radchenko, Stanislav
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Sacht, Stephen
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Schneider, Holger
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Strumann, Christoph
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ECONIS (ZBW)
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
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2018
Persistent link: https://www.econbiz.de/10012197752
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Advanced methods for loss given default estimation
Töws, Eugen
-
2016
Persistent link: https://www.econbiz.de/10011443601
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