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~isPartOf:"CREATES research paper"
~subject:"EU countries"
~subject:"Zeitreihenanalyse"
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Modeling maladaptation in the...
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EU countries
Zeitreihenanalyse
Theorie
211
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211
Time series analysis
70
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46
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46
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39
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
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Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
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CREATES research paper
Discussion paper / Tinbergen Institute
161
CESifo working papers
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NBER Working Paper
124
NBER working paper series
118
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
102
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97
Working paper series / European Central Bank
81
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80
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67
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38
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37
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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34
Journal of risk and financial management : JRFM
33
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33
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33
Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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26
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ECONIS (ZBW)
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
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2
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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3
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
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4
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
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5
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
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6
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
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7
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
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8
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
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9
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
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10
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
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