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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper"
~subject:"Share price"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
128
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128
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34
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34
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32
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32
Zeitreihenanalyse
18
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17
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Giraitis, Liudas
3
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3
Mikkelsen, Hans Ole Æ.
3
Phillips, Peter C. B.
3
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2
Dalla, Violetta
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute
102
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Cowles Foundation discussion paper
27
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25
Discussion paper / Center for Economic Research, Tilburg University
22
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22
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22
Umeå economic studies
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Report / Econometric Institute, Erasmus University Rotterdam
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
16
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16
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16
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16
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16
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15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
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15
Discussion papers / Department of Economics, University of Copenhagen
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
CAMA working paper series
13
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13
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13
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12
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12
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12
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10
Working papers / Rutgers University, Department of Economics
10
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9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
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Working papers series in theoretical and applied economics
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11
Comparative economic cycles
Cascio, Iolanda Lo
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003465027
Saved in:
12
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
13
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
14
Longevity studies based on kernel hazard estimation
Felipe, Angie
;
Guillén, Montserrat
;
Nielsen, Jens Perch
-
2000
Persistent link: https://www.econbiz.de/10001493540
Saved in:
15
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
Saved in:
16
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
17
Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter
-
1996
Persistent link: https://www.econbiz.de/10000936544
Saved in:
18
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
19
GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896212
Saved in:
20
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
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