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Search: subject:"multiple time series"
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Estimation theory
Zeitreihenanalyse
14
Time series analysis
12
Multiple time series
10
Theorie
7
multiple time series
7
Schätztheorie
6
Theory
6
Forecasting model
5
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5
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4
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4
marginal models
4
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3
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3
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3
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3
Risk measure
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Linearly constrained multiple time series
2
Model specification
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
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bootstrap test
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model specification
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tests of rank
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ARCH model
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Asymmetric switching
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Ausreißer
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Automobile market
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Ardia, David
2
Gatarek, Lukasz
2
Bruns, Martin
1
Cai, Zongwu
1
De Luca, Giovanni
1
Fang, Ying
1
Guégan, Dominique
1
Hoogerheide, Lennart
1
Hoogerheide, Lennart F.
1
Lin, Ming
1
Liu, Zeqin
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Rivieccio, Giorgia
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of risk
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ECONIS (ZBW)
5
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
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2
Statistical analysis and evaluation of macroeconomic policies : a selective review
Liu, Zeqin
;
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
-
2019
Persistent link: https://www.econbiz.de/10012202960
Saved in:
3
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
4
A new bootstrap test for the validity of a set of marginal models for multiple dependent time series : an application to risk analysis
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart F.
-
2014
for
multiple
time
series
is particularly useful if one wants to assess Value-at-Risk (or Expected Shortfall) predictions …
Persistent link: https://www.econbiz.de/10010250513
Saved in:
5
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
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