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subject:"Stochastischer Prozess"
~person:"Kaiser, Regina"
~person:"Rodriguez, Gabriel"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
Zeitreihenanalyse
ARMA model
10
ARMA-Modell
10
Time series analysis
10
Theorie
5
Theory
5
ARCH model
3
ARCH-Modell
3
ARFIMA models
3
Exchange rate
3
Frühindikator
3
Leading indicator
3
Volatility
3
Volatilität
3
Wechselkurs
3
Capital income
2
Devisenmarkt
2
Forecasting model
2
Foreign exchange market
2
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Long memory
2
Prognoseverfahren
2
Aktienmarkt
1
Börsenkurs
1
CGARCH models
1
Comparison
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Deutschland
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Estimation theory
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GARCH model
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GARCH models
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Germany
1
Inflation
1
Kalman filter
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Lateinamerika
1
Latin America
1
Latin American Forex Markets
1
Latin-American stock and Forex markets volatility
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English
10
Author
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Kaiser, Regina
Rodriguez, Gabriel
Gil-Alaña, Luis A.
12
Beran, Jan
11
Sibbertsen, Philipp
11
Maravall Herrero, Agustín
10
McAleer, Michael
8
Feng, Yuanhua
7
Gupta, Rangan
7
Chan, Joshua
6
Hyndman, Rob J.
6
Lütkepohl, Helmut
6
Poskitt, Donald Stephen
6
Silvestrini, Andrea
6
Baillie, Richard
5
Boubaker, Heni
5
Chan, Joshua C. C.
5
Cochrane, John H.
5
Cubadda, Gianluca
5
Hecq, Alain W. J.
5
Koopman, Siem Jan
5
Lacroix, Renaud
5
Ocker, Dirk
5
Palm, Franz C.
5
Bhardwaj, Geetesh
4
Candelon, Bertrand
4
Chambers, Marcus J.
4
Francq, Christian
4
Hauser, Michael A.
4
Hoesli, Martin
4
Nielsen, Morten Ørregaard
4
Saikkonen, Pentti
4
Serrano, Camilo
4
Thornton, Michael A.
4
Vahid, Farshid
4
Veredas, David
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Zhang, Bo
4
Asai, Manabu
3
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Documentos de trabajo / Banco de España, Servicio de Estudios
3
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
2
International journal of forecasting
2
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
2
A note about detection of additive outliers with fractional errors
Rodriguez, Gabriel
;
Ramirez, Dionisio
-
2013
Persistent link: https://www.econbiz.de/10010260206
Saved in:
3
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
4
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
5
A comparative note about estimation of the fractional parameter under additive outliers
Rodriguez, Gabriel
-
2013
Persistent link: https://www.econbiz.de/10010260195
Saved in:
6
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2004
Persistent link: https://www.econbiz.de/10002480809
Saved in:
7
An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514391
Saved in:
8
Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514394
Saved in:
9
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina
;
Maravall Herrero, Agustín
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 691-710
Persistent link: https://www.econbiz.de/10003150693
Saved in:
10
Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 711-715
Persistent link: https://www.econbiz.de/10003150694
Saved in:
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