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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type_genre:"Non-commercial literature"
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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
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locally stationary process
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1970-1998
2
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United States
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Linton, Oliver
Robinson, Peter M.
Goodhart, Charles A. E.
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Jeffrey, Andrew
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Nguyen, Thong
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Patton, Andrew J.
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Tonks, Ian
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Black, Jane M.
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Chen, Xiaohong
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Daníelsson, Jón
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometrics papers
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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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
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2
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
3
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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