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~subject:"Cointegration"
~subject:"Nonparametric statistics"
~subject:"Volatility"
~type_genre:"Sammlung"
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Search: subject_exact:"Ökonometrische Spezifikation"
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Cointegration
Nonparametric statistics
Volatility
Modellierung
72
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72
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37
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14
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11
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209
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177
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Callot, Laurent
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Chen, Bin
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D'Amico, Stefania
1
Elvstrøm Ekner, Line
1
Jakobsen, Johan Stax
1
Laursen, Bo
1
Milev, Jordan G.
1
Nejstgaard, Emil
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Seeger, Norman
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ECON PhD dissertations
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Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
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PhD series / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
15
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
-
2018
Persistent link: https://www.econbiz.de/10011818780
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2
Econometric analysis of time-varying volatility in financial markets
Laursen, Bo
-
2017
Persistent link: https://www.econbiz.de/10011818415
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3
Essays on fractional filters and co-integration
Carlini, Federico
-
2017
Persistent link: https://www.econbiz.de/10011818419
Saved in:
4
Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
Saved in:
5
Essays on high frequency financial econometrics
Yang, Xiye
-
2015
Persistent link: https://www.econbiz.de/10011279802
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6
Cointegration and regime switching dynamics in macroeconomic applications
Elvstrøm Ekner, Line
-
2014
Persistent link: https://www.econbiz.de/10010375999
Saved in:
7
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
Saved in:
8
Essays on nonparametric econometrics of stochastic volatility
Zu, Yang
-
2012
Persistent link: https://www.econbiz.de/10009713426
Saved in:
9
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
10
Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin
-
2007
Persistent link: https://www.econbiz.de/10009693136
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