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subject:"Deutschland"
subject:"Forecasting model"
~person:"Clark, Todd E."
~person:"Diebolt, Claude"
~person:"Račev, Svetlozar T."
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~type_genre:"Book section"
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Deutschland
Forecasting model
Estimation theory
Prognoseverfahren
Schätztheorie
7
Capital income
3
Kapitaleinkommen
3
Theorie
3
Theory
3
Correlation
2
France
2
Frankreich
2
Korrelation
2
National income
2
Nationaleinkommen
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
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Volatility
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Volatilität
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1820-1996
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ARMA model
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ARMA-Modell
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Bevölkerung
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Estimation
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Germany
1
Lange Wellen
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Regression analysis
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French
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Clark, Todd E.
Diebolt, Claude
Račev, Svetlozar T.
Baltagi, Badi H.
11
Ullah, Aman
10
Renault, Eric
8
Dufour, Jean-Marie
7
Gouriéroux, Christian
7
Songsak Sriboonchitta
7
Hausman, Jerry A.
6
Judge, George G.
6
Li, Qi
6
Maddala, Gangadharrao S.
6
Mittelhammer, Ron C.
6
Barnett, William A.
5
Gredenhoff, Mikael P.
5
Newey, Whitney K.
5
Stock, James H.
5
Sun, Yiguo
5
Andersson, Michael K.
4
Arminger, Gerhard
4
Bresson, Georges
4
Carrasco, Marine
4
Edgerton, David L.
4
Eitrheim, Øyvind
4
Florens, Jean-Pierre
4
Greene, William H.
4
Huschens, Stefan
4
King, Maxwell L.
4
Lee, Myoung-jae
4
Lee, Tae-hwy
4
Locarek-Junge, Hermann
4
Pesaran, M. Hashem
4
Phillips, Peter C. B.
4
Powell, James
4
Schneeweiß, Hans
4
Su, Liangjun
4
Sul, Donggyu
4
Swanson, Norman R.
4
Watson, Mark W.
4
Waugh, Frederick V.
4
Woraphon Yamaka
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Economic dynamics : theory, games and empirical studies
1
Economies et sociétés ; 34,12
1
Economies et sociétés ; 39,1
1
Encyclopedia of economics research ; Vol. 1
1
Risk assessment : decisions in banking and finance
1
The Oxford handbook of economic forecasting
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
7
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1
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
2
Testing for unconditional predictive ability
Clark, Todd E.
;
McCracken, Michael W.
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882037
Saved in:
3
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
4
Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian
;
Račev, Svetlozar T.
;
Höchstötter, …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 111-152)
.
2008
Persistent link: https://www.econbiz.de/10003781627
Saved in:
5
Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
Saved in:
6
Long cycles revisited : an essay in econometric history
Diebolt, Claude
-
2005
Persistent link: https://www.econbiz.de/10002688796
Saved in:
7
Mémoire longue et intégration fractionnaire : une application à la série du PIB de la France aux XIX siècles
Diebolt, Claude
;
Guiraud, Vivien
-
2000
Persistent link: https://www.econbiz.de/10001571042
Saved in:
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