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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working papers / Rutgers University, Department of Economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
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Swanson, Norman R.
23
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8
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6
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4
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4
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3
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3
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2
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2
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2
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2
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2
Li, Degui
2
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2
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2
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1
Ashby, Michael F.
1
Assenmacher-Wesche, Katrin
1
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1
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1
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1
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1
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Cambridge working papers in economics
Working papers / Rutgers University, Department of Economics
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164
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107
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60
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17
Discussion paper / Department of Economics, University of California San Diego
16
Suntory and Toyota International Centres for Economics and Related Disciplines
15
Discussion papers in economics and econometrics
14
Birkbeck working papers in economics and finance : BWPEF
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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ECONIS (ZBW)
88
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1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
6
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
7
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
8
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
9
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
10
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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