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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Teräsvirta, Timo"
~subject:"Maximum likelihood estimation"
~subject:"Portfolio selection"
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Prognoseverfahren
Regression analysis
Maximum likelihood estimation
Portfolio selection
Estimation theory
11
Schätztheorie
11
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Nichtlineare Regression
4
Nonlinear regression
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Schätzung
2
Share price
2
Australia
1
Australien
1
Changing seasonality
1
Cointegration
1
Deterministically varying correlation
1
Gaussian process
1
Kointegration
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
QLR test statistic
1
Regressionsanalyse
1
STAR model
1
Saisonale Schwankungen
1
Saisonkomponente
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
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English
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Teräsvirta, Timo
Hillebrand, Eric
4
Pitselis, Georgios
3
Verrall, Richard
3
Boratyńska, Agata
2
Callot, Laurent
2
Cavaliere, Giuseppe
2
Fung, Tsz Chai
2
Gao, Guangyuan
2
Hössjer, Ola
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Morten Ørregaard
2
Peng, Liang
2
Rahbek, Anders
2
Stupfler, Gilles
2
Taylor, Robert
2
Ventosa-Santaulària, Daniel
2
Wüthrich, Mario V.
2
Ahmadi, Seyed Saeed
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Andersen, Torben
1
Ang, Zi Qing
1
Antonio, Katrien
1
Asamoah, Kwadwo
1
Badounas, Ioannis
1
Bennedsen, Mikkel
1
Bermúdez, Lluís
1
Björkwall, Susanna
1
Bladt, Martin
1
Bladt, Mogens
1
Bohn Nielsen, Heino
1
Brechmann, Eike C.
1
Brio, Esther B. del
1
Calderín-Ojeda, Enrique
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
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CREATES research paper
Insurance / Mathematics & economics
International journal of forecasting
3
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Econometric reviews
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
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ECONIS (ZBW)
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Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
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2
Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010250617
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