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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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Volatilität
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100
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Andersen, Torben
Franses, Philip Hans
Gil-Alaña, Luis A.
354
McAleer, Michael
310
Gupta, Rangan
298
Caporale, Guglielmo Maria
294
Koopman, Siem Jan
176
Phillips, Peter C. B.
173
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Bouri, Elie
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Chang, Chia-Lin
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Ma, Feng
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Dijk, Dick van
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Koop, Gary
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Hammoudeh, Shawkat
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Linton, Oliver
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Spagnolo, Nicola
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Harvey, Andrew C.
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Johansen, Søren
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72
Nielsen, Morten Ørregaard
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70
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ECONIS (ZBW)
258
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251
Testing for seasonality
Franses, Philip Hans
- In:
Economics letters
38
(
1992
)
3
,
pp. 259-262
Persistent link: https://www.econbiz.de/10001123560
Saved in:
252
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
253
A model selection procedure for time series with seasonality
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820497
Saved in:
254
Modeling seasonality in bimonthly time series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820501
Saved in:
255
Moving average filters and unit roots
Franses, Philip Hans
- In:
Economics letters
37
(
1991
)
4
,
pp. 399-403
Persistent link: https://www.econbiz.de/10001120373
Saved in:
256
A multivariate approach to modeling univariate seasonal time series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820507
Saved in:
257
A periodic cointegration model of quarterly consumption in Austria and Japan
Franses, Philip Hans
;
Kloek, Teunis
-
1991
Persistent link: https://www.econbiz.de/10000842028
Saved in:
258
Unit roots in univariate series versus no unit roots in multivariate series
Franses, Philip Hans
-
1991
Persistent link: https://www.econbiz.de/10000820502
Saved in:
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