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~isPartOf:"Discussion papers in economics"
~subject:"Autokorrelation"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Autocovariance"
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Autokorrelation
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large-m and fixed-m asymptotic theory
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1
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Discussion paper / Tinbergen Institute
30
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
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11
Discussion papers / Helsinki Center of Economic Research : discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Center for Economic Research, Tilburg University
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Columbia economics discussion paper series / Department of Economics, Columbia University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
2
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011318412
Saved in:
3
Numerical issues in threshold autoregressive modelling of time series
Coakley, Jerry
;
Fuertes, Anna Maria
;
Perez, Maria-Teresa
-
2000
Persistent link: https://www.econbiz.de/10001527684
Saved in:
4
Portfolio return autocorrelation and non-synchronous trading in UK equities
Morgan, G. S.
;
Smith, Peter N.
;
Thomas, Stephen
-
2000
Persistent link: https://www.econbiz.de/10001541322
Saved in:
5
Exact inference for the unit root hypothesis
Forchini, Giovanni
;
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541333
Saved in:
6
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001397921
Saved in:
7
Aggregation and persistence in a macromodell
Abadir, Karim Maher
;
Talmain, Gabriel
-
1998
Persistent link: https://www.econbiz.de/10001396967
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