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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Computational economics"
~subject:"ARMA-Modell"
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ARMA-Modell
ARCH model
94
ARCH-Modell
94
Volatility
47
Volatilität
47
Theorie
31
Theory
31
Estimation
22
Schätzung
22
Time series analysis
22
Zeitreihenanalyse
22
Forecasting model
18
Prognoseverfahren
18
Estimation theory
16
Schätztheorie
16
Correlation
14
Korrelation
14
Stochastic process
13
Stochastischer Prozess
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12
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Kapitaleinkommen
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Bayes-Statistik
10
Bayesian inference
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10
Wechselkurs
10
GARCH
9
Markov chain
9
Markov-Kette
9
Aktienmarkt
8
Portfolio selection
8
Portfolio-Management
8
Stock market
8
Option pricing theory
7
Optionspreistheorie
7
Statistical distribution
7
Statistische Verteilung
7
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6
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Breitung, Jörg
2
Hafner, Christian M.
2
Chen, Chyong-lin
1
Cheung, Yin-Wong
1
Chung, Sang-Kuck
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1
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Asia-Pacific financial markets
CORE discussion papers : DP
Computational economics
Discussion paper / Tinbergen Institute
8
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4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International Journal of Energy Economics and Policy : IJEEP
3
Applied economics letters
2
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2
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International journal of forecasting
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Journal of international financial markets, institutions & money
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2
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1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in Pacific Basin financial markets
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
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1
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Applications of artificial intelligence in finance and economics
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Asian Academy of Management journal
1
Asian African journal of economics and econometrics
1
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1
Bank of Italy Temi di Discussione Working Paper
1
Basic research program working papers / Series: Economics / National Research University, Higher School of Economics
1
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1
Current issues in finance, economy and politics : theoretical and empirical finance and economic researches
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
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A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
3
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
Saved in:
4
A long memory model with normal mixture GARCH
Cheung, Yin-Wong
;
Chung, Sang-Kuck
- In:
Computational economics
38
(
2011
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009356868
Saved in:
5
Why has Taiwan been immune to the Asian financial crisis?
Chen, Chyong-lin
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001506574
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