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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~person:"Haldrup, Niels"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
Volatility
Stochastic process
Zeitreihenanalyse
Estimation theory
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Schätztheorie
3
Time series analysis
3
Saisonale Schwankungen
1
Saisonkomponente
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Haldrup, Niels
Koopman, Siem Jan
McAleer, Michael
Robinson, Peter M.
6
Giraitis, Liudas
4
Shephard, Neil G.
3
Harvey, Andrew C.
2
Samarov, Alexander
2
Zaffaroni, Paolo
2
Atkinson, Anthony C.
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Hidalgo, Javier
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Quah, Danny
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Riani, Marco
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion paper / Tinbergen Institute
31
Journal of econometrics
6
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4
Memo / Økonomisk Institut, Aarhus Universitet
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A history of market performance : from ancient Babylonia to the modern world
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Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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2
The modelling and seasonal adjustment of weekly observations
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Riani, Marco
-
1995
Persistent link: https://www.econbiz.de/10000906280
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3
Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000837992
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