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[Rezension von: Stein, Jerome...
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Time series analysis
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Gao, Jiti
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Mills, Terence C.
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Robinson, Peter M.
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Saikkonen, Pentti
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Stock, James H.
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Feng, Yuanhua
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
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Econometric Society
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Eric Cuvillier <Firma>
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Journal of econometrics
326
International journal of forecasting
316
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
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Econometric theory
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168
Econometric reviews
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Economic modelling
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
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CREATES research paper
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Applied economics letters
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Journal of economic dynamics & control
66
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60
EUI working paper / ECO
58
Energy economics
57
NBER Working Paper
57
Cowles Foundation discussion paper
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Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
53
Oxford bulletin of economics and statistics
53
NBER working paper series
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CESifo working papers
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European journal of operational research : EJOR
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The econometrics journal
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SFB 649 discussion paper
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ECONIS (ZBW)
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EconStor
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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
2
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
3
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
4
The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf
-
1992
Persistent link: https://www.econbiz.de/10000834763
Saved in:
5
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
6
A sequential test methodology for detecting futures market disruptions with applications to futures margin management
Ackert, Lucy F.
;
Hunter, William Curt
-
1990
Persistent link: https://www.econbiz.de/10000796604
Saved in:
7
The behavior of interest rates implied by the term structure of Eurodollar futures
Jegadeesh, Narasimhan
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 426-446
Persistent link: https://www.econbiz.de/10001334601
Saved in:
8
Weight space analysis and forecast uncertainty
Ossen, Arnfried
;
Rüger, Stefan M.
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 471-480
Persistent link: https://www.econbiz.de/10001363240
Saved in:
9
Are asset prices predictable? : Evidence from the UK futures market
MacKaig, Andrew James
-
1998
Persistent link: https://www.econbiz.de/10001394087
Saved in:
10
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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