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~subject:"Korrelation"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Korrelation
Time series analysis
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605
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605
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452
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248
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217
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146
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131
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McAleer, Michael
38
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15
Teräsvirta, Timo
13
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11
Caporin, Massimiliano
10
Engle, Robert F.
10
Lütkepohl, Helmut
10
Gupta, Rangan
9
Lucas, André
9
Rombouts, Jeroen V. K.
9
Conrad, Christian
8
Nielsen, Morten Ørregaard
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Dijk, Dick van
7
Hafner, Christian M.
7
Hansen, Peter Reinhard
7
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7
Medeiros, Marcelo C.
7
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7
Sheppard, Kevin
7
Wolf, Michael
7
Chang, Chia-Lin
6
Hallin, Marc
6
Härdle, Wolfgang
6
Krämer, Walter
6
Rahbek, Anders
6
Amado, Cristina
5
Caporale, Guglielmo Maria
5
Cavaliere, Giuseppe
5
Feng, Yuanhua
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Lux, Thomas
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Powell, Robert
5
Shephard, Neil G.
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Blasques, Francisco
4
Bos, Charles S.
4
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4
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4
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3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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University of Canterbury / Dept. of Economics and Finance
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William Davidson Institute <Ann Arbor, Mich.>
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
Federal Reserve Bank of San Francisco
1
Gottfried Wilhelm Leibniz Universität Hannover
1
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1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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1
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Discussion paper / Tinbergen Institute
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24
CREATES research paper
22
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19
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15
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10
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10
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8
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8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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8
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
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7
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6
Discussion paper series
6
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6
Discussion paper series / University of Heidelberg, Department of Economics
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Finmap working paper
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Queen's Economics Department working paper
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SSE EFI working paper series in economics and finance
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
William Davidson Institute working papers series
4
Working papers on finance
4
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3
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3
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3
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3
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IES working paper
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ECONIS (ZBW)
486
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1
Bootstrapping
GARCH
models under dependent innovations
Beutner, Eric
;
Schaumburg, Julia
;
Spanjers, Barend
-
2024
This study reflects on the inconsistency of the fixed-design residual bootstrap procedure for
GARCH
models under …
Persistent link: https://www.econbiz.de/10014457811
Saved in:
2
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying
GARCH
model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
6
On the growth rate of superadditive processes and the stability of functional
GARCH
models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
7
Covariance dependent kernels, a Q-affine
GARCH
for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
8
Estimation of large volatility matrices with low-rank signal plus sparse noise structures
Dai, Runyu
;
Matsuda, Yasumasa
-
2023
Persistent link: https://www.econbiz.de/10014310363
Saved in:
9
Deep learning for multivariate volatility forecasting in high-dimensional financial time series
Iwafuchi, Rei
;
Matsuda, Yasumasa
-
2024
Persistent link: https://www.econbiz.de/10014526627
Saved in:
10
Real-time forecast of DSGE models with time-varying volatility in
GARCH
form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
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