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Time series analysis
Bayesian
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Koop, Gary
7
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5
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2
Brännäs, Kurt
2
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2
Gupta, Rangan
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Jung, Robert
2
Le Ha Thu
2
Leon-Gonzalez, Roberto
2
Liesenfeld, Roman
2
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Murasawa, Yasutomo
2
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2
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2
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2
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1
BVAR:
Bayesian
vector autoregressions with hierarchical prior selection in R
Kuschnig, Nikolas
;
Vashold, Lukas
-
2019
Persistent link: https://www.econbiz.de/10012138222
Saved in:
2
Estimating
multivariate
arima models : when is close not good enough?
Bagshaw, Michael L.
-
1987
Persistent link: https://www.econbiz.de/10003478118
Saved in:
3
Mixed data kernel copulas
Racine, Jeffrey
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011285976
Saved in:
4
Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
Saved in:
5
Forecasting the price of gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4141-4152
Persistent link: https://www.econbiz.de/10011294643
Saved in:
6
Multivariate
FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
7
Forecasting seasonal tourism demand using a multiseries structural time series method
Chen, Jason Li
;
Li, Gang
;
Wu, Chenguang
;
Shen, Shujie
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10011982242
Saved in:
8
Generalized method of moment estimation of
multivariate
multifractal models
Liu, Ruipeng
;
Lux, Thomas
- In:
Economic modelling
67
(
2017
),
pp. 136-148
Persistent link: https://www.econbiz.de/10011813792
Saved in:
9
Prediction and control for a time series count data model
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000854992
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10
Dynamic factor models for
multivariate
count data : an application to stock-market trading activity
Jung, Robert
(
contributor
);
Liesenfeld, Roman
(
contributor
); …
-
2008
We propose a dynamic factor model for the analysis of
multivariate
time series count data. Our model allows for …
Persistent link: https://www.econbiz.de/10003738598
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