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Search: subject_exact:"Modellierung"
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Modellierung
32
Scientific modelling
32
Time series analysis
12
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Volatility
9
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9
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7
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Johansen, Søren
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
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2
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2
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2
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2
Veraart, Almut E. D.
2
Würtz, Allan H.
2
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1
Amado, Cristina
1
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1
Bach, Christian
1
Bohn Nielsen, Heino
1
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1
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1
Callot, Laurent
1
Capistrán Carmona, Carlos
1
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1
Dziubinski, Matt
1
Fusari, Nicola
1
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1
Gørgens, Tue
1
Huang, Zhuowei
1
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Kock, Anders B.
1
Kristensen, Dennis
1
Lange, Theis
1
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1
Lunde, Asger
1
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1
Nason, James Michael
1
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1
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1
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CREATES research paper
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46
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44
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39
Econometric Institute research papers
39
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36
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27
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26
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21
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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10
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10
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10
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ECONIS (ZBW)
32
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2016
Persistent link: https://www.econbiz.de/10011524104
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
3
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
-
2014
Persistent link: https://www.econbiz.de/10010418991
Saved in:
4
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
5
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
6
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
7
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
8
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
9
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
10
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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