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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Eric Cuvillier <Firma>"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Aufsatz in Zeitschrift
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Ekonomiska forskningsinstitutet <Stockholm>
Eric Cuvillier <Firma>
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
2
Umeå Universitet / Institutionen för Nationalekonomi
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Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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Springer Fachmedien Wiesbaden
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ECONIS (ZBW)
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1
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
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1997
Persistent link: https://www.econbiz.de/10000958387
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2
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
3
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
4
Statistical properties of GARCH processes
He, Changli
-
1997
Persistent link: https://www.econbiz.de/10000975043
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5
Modelling macroeconomic time series with smooth transition autoregressions
Skalin, Joakim
-
1999
Persistent link: https://www.econbiz.de/10000997092
Saved in:
6
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
7
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
8
Relative Stärke als Entscheidungskriterium auf Futures-Märkten
Borchers, Björn
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011440446
Saved in:
9
Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks
Rech, Gianluigi
-
2001
Persistent link: https://www.econbiz.de/10001628249
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