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~person:"Lux, Thomas"
~person:"Robinson, Peter M."
~person:"Ryu, Deockhyun"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
long memory
22
Zeitreihenanalyse
13
Theorie
12
Theory
12
Long memory
10
Time series analysis
10
Volatility
10
Volatilität
9
Prognoseverfahren
8
Schätzung
8
volatility dynamics
8
Aktienmarkt
7
Börsenkurs
7
Capital income
7
Islamic finance
7
Kapitaleinkommen
7
multifractals
7
ARCH-Modell
6
Nonparametric statistics
6
ARCH model
5
Aktienindex
5
Estimation
5
Forecasting model
5
Stock index
5
international volatility forecasting
5
Forecasting
4
Long memory models
4
Share price
4
Short Memory in Mean
4
Stock market
4
Volume
4
Islamic countries
3
Islamische Staaten
3
Islamisches Finanzsystem
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Japan
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Max Half-Life
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Max Quarter-Life
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English
6
Author
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Lux, Thomas
Robinson, Peter M.
Ryu, Deockhyun
Feng, Yuanhua
8
Sibbertsen, Philipp
8
Leschinski, Christian
5
Nielsen, Morten Ørregaard
5
Iacone, Fabrizio
4
Busch, Marie
3
Chen Zhou
3
Kim, Hyeongwoo
3
Taylor, Robert
3
Velasco, Carlos
3
Beran, Jan
2
Hassler, Uwe
2
Henry, Marc
2
Andrada Félix, Julián
1
Bardet, Jean-Marc
1
Becker, Janis
1
Boubaker, Heni
1
Buberkoku, Onder
1
Christensen, Bent Jesper
1
Conrad, Christian
1
Dalla, Violetta
1
Dola, Béchir
1
Ergemen, Yunus Emre
1
Fernández Rodríguez, Fernando
1
Frederiksen, Per
1
Fuertes, Ana María
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Gao, Ping
1
Giraitis, Liudas
1
Holzhausen, Marie
1
Härdle, Wolfgang Karl
1
La Spada, Gabriele
1
Lazarová, Stěpána
1
Less, Vivien
1
Letmathe, Sebastian
1
Li, Handong
1
Lillo, Fabrizio
1
Marmol, Francesc
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McElroy, Tucker
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Economic modelling
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Working paper series / Department of Economics, Auburn University
1
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ECONIS (ZBW)
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1
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
-
2015
Persistent link: https://www.econbiz.de/10011406641
Saved in:
2
A nonparametric study of real exchange rate persistence over a century
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011542192
Saved in:
3
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
4
Edgeworth expansions for semiparametric whittle estimation of long
memory
Giraitis, Liudas
;
Robinson, Peter M.
-
2002
Persistent link: https://www.econbiz.de/10001703681
Saved in:
5
Higher-order kernel semiparametric M-estimation of long
memory
Robinson, Peter M.
;
Henry, Marc
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
Saved in:
6
Higher-order kernel semiparametric m-estimation of long
memory
Robinson, Peter M.
;
Henry, Marc
-
2002
Persistent link: https://www.econbiz.de/10001712428
Saved in:
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