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Search: subject_exact:"Zeitreihenanalyse"
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Zeitreihenanalyse
131
Time series analysis
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Theorie
53
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22
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McAleer, Michael
30
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29
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12
Dijk, Dick van
10
Dijk, Herman K. van
10
Swanson, Norman R.
10
Chang, Chia-Lin
8
Allen, David E.
7
Paap, Richard
7
Corradi, Valentina
6
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6
Caporin, Massimiliano
5
Singh, Abhay Kumar
5
Armah, Nii Ayi
4
Strachan, Rodney W.
4
Asai, Manabu
3
Harvey, Andrew C.
3
Meitz, Mika
3
Ravazzolo, Francesco
3
Saikkonen, Pentti
3
Trimbur, Thomas M.
3
Cascio, Iolanda Lo
2
Chan, Felix
2
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Duc Hong Vo
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147
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138
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62
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ECONIS (ZBW)
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EconStor
59
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11
This time it is different! Or not? : discounting past data when predicting the future
Franses, Philip Hans
;
Janssens, Eva
-
2017
Persistent link: https://www.econbiz.de/10011734882
Saved in:
12
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
13
Recovering historical inflation data from postal stamps prices
Franses, Philip Hans
;
Janssens, Eva
-
2016
Persistent link: https://www.econbiz.de/10011541163
Saved in:
14
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
15
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
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16
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2016
Persistent link: https://www.econbiz.de/10011477211
Saved in:
17
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
18
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
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19
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
20
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Shelton, Peiris
; …
-
2015
Persistent link: https://www.econbiz.de/10011432736
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