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Search: subject:"multiple time series"
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Zeitreihenanalyse
14
Time series analysis
12
Multiple time series
10
Theorie
7
multiple time series
7
Schätztheorie
6
Theory
6
Estimation theory
5
Forecasting model
5
Prognoseverfahren
5
GARCH
4
Value-at-Risk
4
marginal models
4
Bootstrap approach
3
Bootstrap test
3
Bootstrap-Verfahren
3
Risikomaß
3
Risk measure
3
Linearly constrained multiple time series
2
Model specification
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Ranking-Verfahren
2
Tests of rank
2
bootstrap test
2
model specification
2
tests of rank
2
ARCH model
1
ARCH-Modell
1
ARIMA
1
Asymmetric switching
1
Ausreißer
1
Automobile market
1
Bayes-Statistik
1
Bayesian inference
1
Betriebswirtschaftsstudium
1
Bewertung
1
Cluster analysis
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Free
12
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10
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5
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2
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2
Non-commercial literature
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English
19
Undetermined
6
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Ardia, David
5
Gatarek, Lukasz
5
Kapetanios, George
5
Camba-Mendez, Gonzalo
3
Hoogerheide, Lennart F.
3
Camba-Méndez, Gonzalo
2
Di Fonzo, Tommaso
2
Girolimetto, Daniele
2
Athanasopoulos, George
1
Barrios, Erniel B.
1
Bruns, Martin
1
Cai, Zongwu
1
Cubadda, Gianluca
1
De Luca, Giovanni
1
Fang, Ying
1
Guégan, Dominique
1
Hallinger, Philip
1
Harvey, A. C.
1
Hecq, Alain
1
Hoogerheide, Lennart
1
Hyndman, Rob J.
1
Khan, Yousaf Ali
1
Lin, Ming
1
Linton, Oliver
1
Liu, Zeqin
1
Lu, Jiafang
1
Palm, Franz C.
1
Pourahmadi, Mohsen
1
Ramos, Francisco F. R.
1
Redondo, Paolo Victor T.
1
Rivera, Roberto
1
Rivieccio, Giorgia
1
Showanasai, Parinya
1
Vogt, Michael
1
Zupan, Mario
1
hoogerheide, Lennart F.
1
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
EconWPA
1
European Central Bank
1
School of Economics and Finance, Queen Mary
1
Tinbergen Instituut
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International journal of forecasting
2
Annals of the Institute of Statistical Mathematics
1
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1
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1
Computational economics
1
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1
ECB Working Paper
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1
Finance research letters
1
Intelligent systems in accounting, finance & management
1
Journal of econometrics
1
Journal of quantitative economics
1
Journal of risk
1
Management Science
1
Microeconomics
1
The journal of management development
1
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1
Tinbergen Institute Discussion Papers
1
Tourism management : research, policies, practice
1
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ECONIS (ZBW)
13
RePEc
9
EconStor
3
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1
Nonparametric test for volatility in clustered
multiple
time
series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1134-1151
Persistent link: https://www.econbiz.de/10014547263
Saved in:
3
Accounting journal entries as a long-term multivariate time series : forecasting wholesale warehouse output
Zupan, Mario
- In:
Intelligent systems in accounting, finance & management
31
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014530795
Saved in:
4
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
5
Modeling dependent structure among micro-economics variables through COPAR (1)-model in Pakistan
Khan, Yousaf Ali
- In:
Journal of quantitative economics
20
(
2022
)
1
,
pp. 257-279
Persistent link: https://www.econbiz.de/10013167499
Saved in:
6
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
Saved in:
7
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:
8
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
9
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:
10
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.
-
Tinbergen Instituut
-
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/10011257126
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