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~isPartOf:"CAMA working paper series"
~subject:"ARMA model"
~subject:"Scientific modelling"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"ARFIMA model"
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ARMA model
Scientific modelling
ARMA-Modell
4
Stochastic process
4
Stochastischer Prozess
4
Forecasting model
3
Prognoseverfahren
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Time series analysis
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stochastic volatility
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1947-2011
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ARCH model
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Estimation theory
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Modellierung
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Oil price
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State space model
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VAR model
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autoregressive moving average errors
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forecasting
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inflation forecast
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moving average
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Chan, Joshua
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Chan, Joshua C. C.
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Cross, Jamie L.
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Zhang, Bo
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Zhu, Beili
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CAMA working paper series
Discussion paper / Tinbergen Institute
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
2
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
3
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
4
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2013
Persistent link: https://www.econbiz.de/10009750019
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