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Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
Prognoseverfahren
51
Volatility
42
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42
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Grassi, Stefano
6
Podolskij, Mark
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Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
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Proietti, Tommaso
3
Bauwens, Luc
2
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2
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2
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2
Hansen, Peter Reinhard
2
Hillebrand, Eric
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Nielsen, Bent
2
Noriega-Muro, Antonio E.
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Rossi, Eduardo
2
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Ventosa-Santaulària, Daniel
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Voev, Valeri
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CREATES research paper
Discussion paper / Tinbergen Institute
132
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
102
Working paper / Department of Econometrics and Business Statistics, Monash University
62
NBER Working Paper
59
NBER working paper series
54
Tinbergen Institute Discussion Paper
51
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Technical Report
46
Working paper
45
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44
Econometrics : open access journal
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Cowles Foundation discussion paper
37
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35
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Economics and finance working paper series
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Federal Reserve Bank of Cleveland working paper series
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Finance and economics discussion series
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
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2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
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3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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4
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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5
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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6
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
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7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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8
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderllind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003849534
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9
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
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10
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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