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~person:"Sentana, Enrique"
~person:"Teräsvirta, Timo"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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MEDEA: a DSGE model for the Sp...
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Börsenkurs
Time series analysis
Schätztheorie
132
Estimation theory
130
Zeitreihenanalyse
55
Theorie
38
Theory
36
Statistical test
30
Statistischer Test
30
ARCH model
24
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24
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24
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14
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13
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13
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13
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13
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12
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11
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11
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11
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11
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11
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11
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10
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Sentana, Enrique
Teräsvirta, Timo
Phillips, Peter C. B.
97
Koopman, Siem Jan
79
Gao, Jiti
78
Kapetanios, George
46
Johansen, Søren
45
Lütkepohl, Helmut
43
Franses, Philip Hans
42
Pesaran, M. Hashem
40
Nielsen, Morten Ørregaard
38
Engle, Robert F.
35
Koop, Gary
35
Linton, Oliver
35
Swanson, Norman R.
34
Caporale, Guglielmo Maria
32
Dijk, Herman K. van
31
Ravazzolo, Francesco
31
Stock, James H.
31
Harvey, Andrew C.
30
Sibbertsen, Philipp
30
Lucas, André
29
Watson, Mark W.
29
Maravall Herrero, Agustín
27
Nelson, Daniel B.
27
Schorfheide, Frank
27
Blasques, Francisco
26
Li, Degui
26
Bauwens, Luc
25
McAleer, Michael
25
Peng, Bin
25
Perron, Pierre
25
Taylor, Robert
25
Härdle, Wolfgang
24
Dong, Chaohua
23
Hendry, David F.
23
Nielsen, Bent
23
Robinson, Peter M.
23
Bali, Turan G.
22
Brännäs, Kurt
22
Casarin, Roberto
22
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Ekonomiska forskningsinstitutet <Stockholm>
6
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7
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6
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5
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4
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3
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2
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1
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Econometric analysis of financial markets
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ECONIS (ZBW)
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1
Riesgo y rentabilidad en el mercado de valores español
Sentana, Enrique
- In:
Moneda y crédito : revista de economía
(
1995
),
pp. 133-160
Persistent link: https://www.econbiz.de/10001184102
Saved in:
2
Power properties of linearity tests for time series
Teräsvirta, Timo
-
1990
Persistent link: https://www.econbiz.de/10000168174
Saved in:
3
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
4
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168183
Saved in:
5
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
6
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
7
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
Saved in:
8
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
9
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
10
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
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