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subject:"Germany"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"DUV / Wirtschaftswissenschaft"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of econometrics"
~person:"Hallin, Marc"
~subject:"Forecasting model"
~subject:"Volatilität"
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Germany
Prinzipal-Agent-Theorie
Forecasting model
Volatilität
Theorie
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Theory
6
Time series analysis
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Zeitreihenanalyse
5
Volatility
4
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Financial connectedness
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Financial market
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Forecasting
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GARCH models
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Hallin, Marc
Koopman, Siem Jan
40
Dijk, Herman K. van
28
Lucas, André
20
Dijk, Dick van
15
Bos, Charles S.
13
McAleer, Michael
13
Hommes, Cars H.
11
Hoogerheide, Lennart
10
Blasques, Francisco
8
Dur, Robert A. J.
8
Ravazzolo, Francesco
8
Asai, Manabu
7
Grassi, Stefano
7
Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Casarin, Roberto
6
Creal, Drew
6
Diebold, Francis X.
6
Diks, Cees G. H.
6
Patton, Andrew J.
6
Pooter, Michiel de
5
Schorfheide, Frank
5
Sloof, Randolph
5
Sluis, Pieter J. van der
5
Timmermann, Allan
5
Aastveit, Knut Are
4
Andersen, Torben
4
Cavaliere, Giuseppe
4
Chang, Chia-Lin
4
Elliott, Graham
4
Franses, Philip Hans
4
Ghysels, Eric
4
Hol Uspensky, Eugenie
4
Hoogerheide, Lennart F.
4
Kilian, Lutz
4
Kole, Erik
4
Koop, Gary
4
Maheu, John M.
4
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DUV / Wirtschaftswissenschaft
Discussion paper / Tinbergen Institute
Europäische Hochschulschriften / 5
Journal of econometrics
ECARES working paper
8
EUI working paper / ECO
1
Economics working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
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