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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Engle, Robert F."
~subject:"Statistical distribution"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
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long- and short-term volatility
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mixed frequency data
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Engle, Robert F.
Gao, Jiti
42
Phillips, Peter C. B.
36
Koopman, Siem Jan
32
Nielsen, Morten Ørregaard
30
Chernozhukov, Victor
24
Pesaran, M. Hashem
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Johansen, Søren
23
Maravall Herrero, Agustín
22
Lucas, André
21
Lütkepohl, Helmut
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Franses, Philip Hans
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Sibbertsen, Philipp
19
Teräsvirta, Timo
19
Härdle, Wolfgang
18
McAleer, Michael
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Dijk, Herman K. van
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Einmahl, John H. J.
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Gouriéroux, Christian
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Hyndman, Rob J.
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Imbens, Guido
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Kapetanios, George
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Kleibergen, Frank
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Peng, Bin
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Swanson, Norman R.
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Kilian, Lutz
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Koop, Gary
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Linton, Oliver
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Smith, Richard J.
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Martin, Gael M.
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Cai, Zongwu
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Canay, Ivan A.
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Gómez, Víctor
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Haan, Laurens de
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Nielsen, Bent
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Ooms, Marius
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Sentana, Enrique
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Bauwens, Luc
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Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
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2
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
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3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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4
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
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