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~subject:"ARCH model"
~subject:"Risk measure"
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Search: subject_exact:"Multivariates Verfahren"
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Hafner, Christian M.
17
McAleer, Michael
16
Herwartz, Helmut
14
Caporale, Guglielmo Maria
13
Caporin, Massimiliano
12
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12
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11
Gil-Alaña, Luis A.
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9
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9
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9
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9
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8
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8
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7
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7
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6
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Paolella, Marc S.
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Shephard, Neil G.
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1
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Journal of econometrics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
19
Discussion paper / Tinbergen Institute
13
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12
Insurance / Mathematics & economics
11
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11
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10
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10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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9
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9
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8
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7
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6
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Economics letters
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International journal of production research
6
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6
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KBI
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CFS working paper series
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International review of financial analysis
5
Journal of empirical finance
5
Journal of financial econometrics
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Applied economics letters
4
Astin bulletin : the journal of the International Actuarial Association
4
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ECONIS (ZBW)
979
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971
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971
Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L.
-
1987
Persistent link: https://www.econbiz.de/10003478118
Saved in:
972
Studies in econometrics, time series, and multivariate statistics
Godman, Leo A.
-
1983
Persistent link: https://www.econbiz.de/10000009754
Saved in:
973
Extension of Granger causality in multivariate time series models
Bagshaw, Michael L.
-
1983
Persistent link: https://www.econbiz.de/10001848169
Saved in:
974
Macroeconomic forecasting with a multivariate time series model
Öller, Lars-Erik
-
1982
Persistent link: https://www.econbiz.de/10002610350
Saved in:
975
An alternative approach to univariate and multivariate time series analysis
Lütkepohl, Helmut
-
1981
Persistent link: https://www.econbiz.de/10000068923
Saved in:
976
Aggregate consumption and advertising : a multivariate time series approach
Jacobson, Robert Lewis
-
1981
Persistent link: https://www.econbiz.de/10003057989
Saved in:
977
A multivariate analysis of Canadian money
Hsiao, Cheng
-
1979
Persistent link: https://www.econbiz.de/10001404783
Saved in:
978
Interactive forecasting : univariate and multivariate methods
Makridakis, Spyros G.
;
Makridakis, Spyros G.
; …
-
1978
-
2. ed.
Persistent link: https://www.econbiz.de/10000089376
Saved in:
979
Limit theory for multivariate sample extremes
Haan, Laurens de
;
Resnick, Sidney I.
-
1976
Persistent link: https://www.econbiz.de/10001566140
Saved in:
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