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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Franses, Philip Hans"
~person:"Martin, Gael M."
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
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Time series analysis
Dynamic price and volatility jumps
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Prognoseverfahren
Theorie
325
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150
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Beaumont, Adrian
Franses, Philip Hans
Martin, Gael M.
Diebold, Francis X.
142
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134
Koopman, Siem Jan
131
Gil-Alaña, Luis A.
106
Härdle, Wolfgang
102
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Caporale, Guglielmo Maria
95
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Marcellino, Massimiliano
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Clark, Todd E.
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Lütkepohl, Helmut
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Koop, Gary
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Dijk, Herman K. van
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Kilian, Lutz
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Gupta, Rangan
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Hyndman, Rob J.
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Krishnamurthy, Arvind
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Ravazzolo, Francesco
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Maravall Herrero, Agustín
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Sibbertsen, Philipp
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ECONIS (ZBW)
215
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Modeling seasonality in bimonthly time series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820501
Saved in:
212
Unit roots in univariate series versus no unit roots in multivariate series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820502
Saved in:
213
A multivariate approach to modeling univariate seasonal time series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820507
Saved in:
214
Moving average filters and unit roots
Franses, Philip Hans
- In:
Economics letters
37
(
1991
)
4
,
pp. 399-403
Persistent link: https://www.econbiz.de/10001120373
Saved in:
215
Model selection and seasonality in time series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10013265204
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