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Time series analysis
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Franses, Philip Hans
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94
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47
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Taylor, Robert
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Perron, Pierre
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Ghysels, Eric
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Saikkonen, Pentti
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Hendry, David F.
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Mills, Terence C.
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Robinson, Peter M.
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Stock, James H.
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Feng, Yuanhua
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Timmermann, Allan
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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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
2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
358
International journal of forecasting
321
Economics letters
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Journal of forecasting
224
Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of applied econometrics
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Computational economics
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Working paper
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
CREATES research paper
77
Applied economics letters
74
Journal of economic dynamics & control
70
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Energy economics
60
NBER Working Paper
58
Cowles Foundation discussion paper
57
Working paper / National Bureau of Economic Research, Inc.
56
Journal of empirical finance
55
Oxford bulletin of economics and statistics
55
NBER working paper series
54
The econometrics journal
52
SFB 649 discussion paper
51
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Econometrics : open access journal
49
European journal of operational research : EJOR
48
Finance research letters
48
Discussion papers of interdisciplinary research project 373
47
EUI working paper / ECO
44
Discussion paper / Center for Economic Research, Tilburg University
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The review of economics and statistics
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ECONIS (ZBW)
12,889
EconStor
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1
Temporale Aggregation von heteroskedastischen Prozessen : stochastische Differenzengleichungen versus stochastische Differentialgleichungen unter Berücksichtigung von Lévy-Ornstein...
Hegewald, Sabine
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003320495
Saved in:
2
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
3
Expected a posteriori estimation in financial applications
Mazzoni, Thomas
-
2008
Persistent link: https://www.econbiz.de/10003699961
Saved in:
4
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
Saved in:
5
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
6
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
7
Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.
;
MacCrorie, J. Roderick
;
Thornton, …
-
University of Essex / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10013162724
Saved in:
8
A stochastic differential equation approach to the
analysis
of the 2017 and 2019 UK general election polls
Levene, Mark
;
Fenner, Trevor
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1227-1234
Persistent link: https://www.econbiz.de/10012794848
Saved in:
9
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
10
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
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