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subject:"Prognoseverfahren"
subject:"Time series analysis"
~institution:"Birkbeck College / Department of Economics"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Cointegration
Monte-Carlo-Simulation
Estimation theory
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Schätztheorie
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Theorie
8
Theory
8
Großbritannien
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United Kingdom
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Volatility
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Börsenkurs
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Estimation
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Schätzung
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Share price
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Simulation
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Aktienmarkt
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Italien
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Italy
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Option pricing theory
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Option trading
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Optionspreistheorie
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Private consumption
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Privater Konsum
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Saisonale Schwankungen
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Schock
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Seasonal variations
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Unit root test
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Karanasos, Menelaos
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Psaradakis, Zacharias G.
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Orszag, Jonathan Michael
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Sola, Martin
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Birkbeck College / Department of Economics
National Bureau of Economic Research
68
Ekonomiska forskningsinstitutet <Stockholm>
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
European University Institute / Department of Economics
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Umeå universitet
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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State University of New York at Albany / Department of Economics
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London School of Economics and Political Science
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OECD
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HFDF <1, 1995, Zürich>
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Institut für Weltwirtschaft
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Nationalekonomiska Institutionen <Lund>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Universitetet i Oslo / Økonomisk institutt
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Universität Basel / Institut für Statistik und Ökonometrie
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
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1997
Persistent link: https://www.econbiz.de/10000956526
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2
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:
3
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:
4
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:
5
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
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