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~subject:"Explosive autoregression"
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Explosive autoregression
Einheitswurzeltest
9
Theorie
9
Theory
9
Unit root test
9
Estimation
7
Schätzung
7
Börsenkurs
6
Share price
6
Time series analysis
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Zeitreihenanalyse
6
Autocorrelation
5
Autokorrelation
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Bubbles
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Kaufkraftparität
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Purchasing power parity
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Spekulationsblase
5
Volatility
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Volatilität
4
Aktienindex
3
Cointegration
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Estimation theory
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Kointegration
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Nichtlineare Regression
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Nonlinear regression
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Schätztheorie
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Stock index
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US dollar
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US-Dollar
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1973-1997
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ARCH model
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ARCH-Modell
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Aggregation
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Aktienmarkt
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Bankgeschäft
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Financial market
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Finanzierung
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Finanzmarkt
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Forecasting model
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Industrialized countries
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English
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Harvey, David I.
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Leybourne, Stephen James
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Sollis, Robert
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Taylor, Robert
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Journal of empirical finance
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ECONIS (ZBW)
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Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
2
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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