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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~person:"Kim, Tae-hwan"
~person:"Österholm, Pär"
~subject:"Strukturbruch"
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Prognoseverfahren
USA
Strukturbruch
Estimation theory
7
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Correlation
2
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Robust statistics
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Robustes Verfahren
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United States
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Aktienindex
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Kim, Tae-hwan
Österholm, Pär
Abras, Ana Luísa G.
1
Adesina, Tola
1
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1
Beechey, Meredith Jane
1
Bhaskara Rao, Buddhavarapu
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1
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1
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1
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1
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Applied economics letters
Finance research letters
Discussion paper / Department of Economics, University of California San Diego
2
Applied economics
1
Financial markets and portfolio management
1
Journal of macroeconomics
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Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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2
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
3
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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