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~isPartOf:"Applied financial economics"
~isPartOf:"Working paper series"
~subject:"ARCH-Modell"
~subject:"Schätzung"
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Search: subject_exact:"Trend-cycle estimation"
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ARCH-Modell
Schätzung
Time series analysis
141
Zeitreihenanalyse
141
Theorie
60
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60
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39
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32
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32
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28
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Barkoulas, John T.
2
Baum, Christopher F.
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Ricco, Giovanni
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Trenkler, Carsten
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1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
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Aumond, Romain
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1
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1
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Gil-Alaña, Luis A.
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Gioldasis, Georgios
1
Giulietti, Monica
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Applied financial economics
Working paper series
Journal of econometrics
141
Economic modelling
118
Applied economics
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
International journal of forecasting
95
Discussion paper / Tinbergen Institute
93
Economics letters
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
85
Applied economics letters
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Energy economics
74
CESifo working papers
73
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65
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56
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49
International review of economics & finance : IREF
46
The North American journal of economics and finance : a journal of financial economics studies
44
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38
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36
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Macroeconomic dynamics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain
;
Royer, Julien
-
2024
Persistent link: https://www.econbiz.de/10014486414
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2
Monitoring the economy in real time : trends and gaps in real activity and prices
Hasenzagl, Thomas
;
Pellegrino, Filippo
;
Reichlin, Lucrezia
-
2023
Persistent link: https://www.econbiz.de/10014321020
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3
On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
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4
External instrument SVAR analysis for noninvertible shocks
Forni, Mario
;
Gambetti, Luca
;
Ricco, Giovanni
-
2023
Persistent link: https://www.econbiz.de/10013557118
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5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
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6
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
Saved in:
7
The zonal and seasonal CO2 marginal emissions factors for the Italian power market
Beltrami, Filippo
;
Fontini, Fulvio
;
Giulietti, Monica
; …
-
2021
Persistent link: https://www.econbiz.de/10012660341
Saved in:
8
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
9
Model uncertainty, nonlinearities and out-of-sample comparison : evidence from international technology diffusion
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
-
2020
Persistent link: https://www.econbiz.de/10012317622
Saved in:
10
Modeling Azerbaijan's inflation and output using a factor-augmented vector autoregressive (FAVAR) model
Rahimov, Vugar
;
Guliyev, Nijat
;
Ahmadov, Vugar
-
2019
Persistent link: https://www.econbiz.de/10012583451
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