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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~person:"Boubaker, Heni"
~person:"Emirmahmutoglu, Furkan"
~subject:"Volatilität"
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Großbritannien
Zeitreihenanalyse
Volatilität
Estimation theory
5
Schätztheorie
5
State space model
4
Time series analysis
4
Zustandsraummodell
4
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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Simulation
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Long-memory
2
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Wavelet analysis
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Wavelet estimation
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Deterministic smooth transition
1
Einheitswurzeltest
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Entropie
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1
Estimation methods
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Gegenbauer process
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Generalized variance portmanteau test
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Heavy tails
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Boubaker, Heni
Emirmahmutoglu, Furkan
Omay, Tolga
3
Kvamsdal, Sturla Furunes
2
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Aydin, Dursun
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Computational economics
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Applied economics letters
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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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2
The comparison of power and optimization algorithms on unit root testing with smooth transition
Omay, Tolga
;
Emirmahmutoglu, Furkan
- In:
Computational economics
49
(
2017
)
4
,
pp. 623-651
Persistent link: https://www.econbiz.de/10011762166
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3
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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4
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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