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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"NBER working paper series"
~person:"Teräsvirta, Timo"
~source:"econis"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles written by one author"
~type_genre:"Rezension"
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USA
Forecasting model
Prognoseverfahren
Zeitreihenanalyse
Correlation
4
Estimation
4
Korrelation
4
Schätzung
4
Time series analysis
4
ARCH model
3
ARCH-Modell
3
Volatility
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Volatilität
3
Estimation theory
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
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Australia
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Australien
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Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Capital income
1
China
1
Climate change
1
Deterministically varying correlation
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EU countries
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EU-Staaten
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Kapitaleinkommen
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Klimawandel
1
Nichtlineare Regression
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Nonlinear regression
1
Saisonale Schwankungen
1
Seasonal variations
1
Share price
1
Theorie
1
Theory
1
Unconditional correlation
1
changing seasonality
1
long monthly Chinese temperature series
1
modelling correlations
1
modelling volatility
1
multiplicative time-varying GARCH
1
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Teräsvirta, Timo
Stulz, René M.
9
Gil-Alaña, Luis A.
8
Härdle, Wolfgang
6
Breitung, Jörg
5
Hou, Kewei
5
Nielsen, Morten Ørregaard
5
Bartram, Söhnke M.
4
Bollerslev, Tim
4
Helwege, Jean
4
Weisbach, Michael S.
4
Andreasen, Martin Møller
3
Caporale, Guglielmo Maria
3
Goldin, Jacob
3
Grassi, Stefano
3
Herwartz, Helmut
3
Nautz, Dieter
3
Saikkonen, Pentti
3
Silvennoinen, Annastiina
3
Todorov, Viktor
3
Yang, Lijian
3
Ben-David, Itzhak
2
Brown, Gregory W.
2
Burda, Michael C.
2
Burlig, Fiona
2
Bushnell, James B.
2
Callot, Laurent
2
Candelon, Bertrand
2
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Engsted, Tom
2
Eom, Young Ho
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Hillebrand, Eric
2
Ho, Daniel E.
2
Hortaçsu, Ali
2
Huang, Jing-Zhi
2
Kang, Jian
2
Karolyi, G. Andrew
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Fisher College of Business working paper series
NBER working paper series
Working paper series in economics and finance
3
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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3
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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4
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
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