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~institution:"Centre for Quantitative Economics & Computing"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Volatilität
Zeitreihenanalyse
Theorie
25
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6
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English
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Burke, Simon P.
5
Ash, J. C. K
2
Brooks, Chris
2
Heravi, Saeed M.
2
Smyth, David J.
2
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1
Patterson, Kerry D.
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
321
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
41
Centre for Analytical Finance <Århus>
13
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European University Institute / Department of Law
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Internationaler Währungsfonds / Research Department
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8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Federal Reserve System / Division of Research and Statistics
8
Rodney L. White Center for Financial Research
8
Springer Fachmedien Wiesbaden
8
Gottfried Wilhelm Leibniz Universität Hannover
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Rutgers University / Department of Economics
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University of Exeter / Department of Economics
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Erasmus Research Institute of Management
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Instituto Valenciano de Investigaciones Económicas
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London School of Economics and Political Science
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Zakład Teorii Prognoz <Krakau>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of New York
5
Federal Reserve Bank of San Francisco
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Forschungsinstitut zur Zukunft der Arbeit
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Institut für Weltwirtschaft
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International Monetary Fund
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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The Wharton Financial Institutions Center
5
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
9
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1
Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000891381
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2
A taxonomy of certain unit root tests
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868756
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3
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
Saved in:
4
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
5
The accuracy of OECD forecasts of the international economy : balance and payments
Ash, J. C. K
;
Smyth, David J.
;
Heravi, Saeed M.
-
1995
Persistent link: https://www.econbiz.de/10000921051
Saved in:
6
The accuracy of OECD forecasts for Japan
Ash, J. C. K
-
1996
Persistent link: https://www.econbiz.de/10000944091
Saved in:
7
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000903013
Saved in:
8
A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A.
-
1995
Persistent link: https://www.econbiz.de/10000903018
Saved in:
9
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
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