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~accessRights:"free"
~language:"eng"
~person:"Allen, David E."
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Time series analysis
Australia
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English
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Allen, David E.
Caporale, Guglielmo Maria
35
Gil-Alaña, Luis A.
28
McAleer, Michael
15
Teräsvirta, Timo
13
Croux, Christophe
12
Dijk, Dick van
10
Dijk, Herman K. van
10
Härdle, Wolfgang
10
Nielsen, Morten Ørregaard
9
Koop, Gary
8
Piger, Jeremy Max
7
Bauwens, Luc
6
Franses, Philip Hans
6
Hautsch, Nikolaus
6
Ravazzolo, Francesco
6
Weber, Enzo
6
Ergemen, Yunus Emre
5
Gelper, Sarah
5
Grassi, Stefano
5
Gupta, Rangan
5
Haldrup, Niels
5
He, Changli
5
Johansen, Søren
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Kang, Jian
5
Mitchell, James
5
Morley, James C.
5
Proietti, Tommaso
5
Rossi, Barbara
5
Trimbur, Thomas M.
5
Österholm, Pär
5
Aastveit, Knut Are
4
Asai, Manabu
4
Hall, Vivian Bruce
4
Hecq, Alain W. J.
4
Kontonikas, Alexandros
4
Pettenuzzo, Davide
4
Poon, Aubrey
4
Reed, W. Robert
4
Rombouts, Jeroen V. K.
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
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School of Accounting, Finance and Economics & FEMARC working paper series
3
Econometric Institute research papers
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ECONIS (ZBW)
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1
Applications of recursive estimation methods in statistical process control
Peiris, S.
;
Thavaneswaran, A.
;
Allen, David E.
;
Mellor, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791360
Saved in:
2
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
3
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
4
Generalized moving average models and applications in high frequency data
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001792415
Saved in:
5
Some statistical models for durations and their applications in finance
Peiris, Shelton
(
contributor
);
Allen, David E.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730512
Saved in:
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