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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~person:"Teräsvirta, Timo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
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1970-1998
2
Scientific method
2
Theory
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United States
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Linton, Oliver
Robinson, Peter M.
Teräsvirta, Timo
Goodhart, Charles A. E.
2
Jeffrey, Andrew
2
Nguyen, Thong
2
Patton, Andrew J.
2
Sentana, Enrique
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Timmermann, Allan
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Tonks, Ian
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Black, Jane M.
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Chen, Xiaohong
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Connor, Gregory
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Daníelsson, Jón
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Shah, Mushtaq
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Discussion paper series / LSE Financial Markets Group
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30
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7
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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3
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Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
2
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
-
2003
Persistent link: https://www.econbiz.de/10001778573
Saved in:
3
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
4
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
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