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subject:"Forecasting model"
subject:"United Kingdom"
~institution:"Birkbeck College / Department of Economics"
~subject:"Bayes-Statistik"
~subject:"Time series analysis"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Bayes-Statistik
Time series analysis
Volatility
Estimation theory
10
Schätztheorie
10
Theorie
8
Theory
8
Großbritannien
4
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Estimation
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Psaradakis, Zacharias G.
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Sola, Martin
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Orszag, Jonathan Michael
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Timmermann, Allan
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Birkbeck College / Department of Economics
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74
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21
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21
European University Institute / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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State University of New York at Albany / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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European University Institute / Department of Law
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University of Exeter / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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London School of Economics and Political Science
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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ECONIS (ZBW)
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Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
Saved in:
4
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
5
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
6
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
7
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
8
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
10
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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