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~isPartOf:"Applied economics"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper series"
~person:"Aston, John A. D."
~person:"Blazsek, Szabolcs"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Seasonal time series"
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Forecasting model
Zeitreihenanalyse
Saisonale Schwankungen
2
Saisonkomponente
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2
Seasonal variations
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Time series analysis
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Exchange rate
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India
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Indian rupee to USD (INR/USD) exchange rate
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Kalman filter
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State space model
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Volatility
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dynamic conditional score (DCS) models
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frequency-specific model
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model-based seasonal adjustment
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robustness to extreme observations
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seasonal volatility
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stochastic seasonality
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Aston, John A. D.
Blazsek, Szabolcs
Ayala, Astrid
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Chatziantoniou, Ioannis
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Filis, George
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Hindrayanto, Irma
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Koopman, Siem Jan
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Applied economics
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Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
51
(
2019
)
37
,
pp. 4083-4103
Persistent link: https://www.econbiz.de/10012196964
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2
Modelling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma
;
Aston, John A. D.
;
Koopman, Siem Jan
; …
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3024-3034
Persistent link: https://www.econbiz.de/10010192327
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