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~isPartOf:"CORE discussion paper : DP"
~person:"Aamodt, Geir"
~person:"Acosta, Alejandro"
~person:"Bauwens, Luc"
~person:"Hanck, Christoph"
~person:"Lux, Thomas"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Zeitreihenanalyse"
~type:"book"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Zeitreihenanalyse
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Aamodt, Geir
Acosta, Alejandro
Bauwens, Luc
Hanck, Christoph
Lux, Thomas
Phillips, Peter C. B.
Sibbertsen, Philipp
Giot, Pierre
3
Härdle, Wolfgang
3
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CORE discussion paper : DP
Cowles Foundation discussion paper
36
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
23
Economics working paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CORE discussion papers : DP
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ECONIS (ZBW)
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1
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
2
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
3
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
4
Identifying long-run behaviour with non-stationary data
Bauwens, Luc
;
Hunter, John
-
2000
Persistent link: https://www.econbiz.de/10001529449
Saved in:
5
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
6
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
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