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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~subject:"Estimation"
~subject:"Scientific modelling"
~subject:"VAR-Modell"
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Stochastischer Prozess
Volatility
Estimation
Scientific modelling
VAR-Modell
Estimation theory
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Schätztheorie
10
Time series analysis
5
Zeitreihenanalyse
5
Forecasting model
3
Modellierung
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VAR model
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ARCH-Modell
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Dauer
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Duration analysis
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Brazil
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Athanasopoulos, George
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Guillén, Osmani Teixeira de Carvalho
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Issler, João Victor
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Vahid, Farshid
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Fernandes, Marcelo
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
National Bureau of Economic Research
78
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OECD
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Birkbeck College / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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ECONIS (ZBW)
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
2
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964296
Saved in:
3
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10008808886
Saved in:
4
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
5
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
6
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
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