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~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Phillips, Peter C. B."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Stochastischer Prozess
Theorie
281
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281
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191
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191
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181
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181
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132
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Narayan, Paresh Kumar
Phillips, Peter C. B.
McAleer, Michael
78
Koopman, Siem Jan
47
Escudero, Laureano F.
44
Ferrari, Giorgio
38
Platen, Eckhard
38
Yu, Jun
36
Chiarella, Carl
34
Asai, Manabu
33
Chan, Joshua
32
Shephard, Neil G.
31
Takahashi, Akihiko
30
Escobar, Marcos
29
Gendreau, Michel
29
Linton, Oliver
29
Gil-Alaña, Luis A.
28
Todorov, Viktor
28
Barndorff-Nielsen, Ole E.
27
Wong, Wing Keung
27
Fabozzi, Frank J.
26
Siu, Tak Kuen
26
Benth, Fred Espen
24
Carr, Peter
24
Gao, Jiti
24
Hainaut, Donatien
24
Mumtaz, Haroon
24
Tauchen, George Eugene
24
Post, Thierry
23
Tsionas, Efthymios G.
23
Wallace, Stein W.
23
Račev, Svetlozar T.
22
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21
Härdle, Wolfgang
21
Lucas, André
21
Topaloglou, Nikolas
21
Whang, Yoon-jae
21
Clark, Todd E.
20
Cui, Zhenyu
20
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20
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Cowles Foundation discussion paper
21
Journal of econometrics
9
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global COE Hi-Stat discussion paper series
1
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1
Journal of quantitative economics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
54
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1
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
3
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
4
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
7
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
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