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subject:"Volatilität"
~isPartOf:"CREATES research paper"
~subject:"Inflation"
~subject:"Prognoseverfahren"
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Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
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2014
Persistent link: https://www.econbiz.de/10010419000
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
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2014
Persistent link: https://www.econbiz.de/10010394614
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