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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
49
Social and Behavioral Sciences
46
Theory
45
Volatility
39
Volatilität
39
Prognoseverfahren
24
Forecasting model
22
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19
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18
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12
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8
Statistical test
8
commodity money
8
transaction cost
8
Data mining
7
Investment Fund
7
Investmentfonds
7
Microeconometrics
7
Mikroökonometrie
7
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7
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7
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Free
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10
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8
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7
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7
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4
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4
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English
17
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Lunde, Asger
17
Hansen, Peter Reinhard
7
Timmermann, Allan
3
Voev, Valeri
3
Bennedsen, Mikkel
2
Pakkanen, Mikko S.
2
Engle, Robert F.
1
Hounyo, Ulrich
1
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Centre for Analytical Finance <Århus>
1
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CREATES research paper
3
Econometric modelling of durations between economic events
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CREATES Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric theory
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
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PhD thesis / Department of Economics, University of Aarhus
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ECONIS (ZBW)
17
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Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
2
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
3
Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Econometric theory
30
(
2014
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
Saved in:
4
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
5
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2012
Persistent link: https://www.econbiz.de/10009682612
Saved in:
6
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
Saved in:
7
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
8
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001845274
Saved in:
9
A conjugate gamma model for durations in transaction data
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 5-30)
.
1999
Persistent link: https://www.econbiz.de/10001442374
Saved in:
10
A generalized gamma autoregressive conditional duration model
Lunde, Asger
- In:
Econometric modelling of durations between economic events
,
(pp. 31-68)
.
1999
Persistent link: https://www.econbiz.de/10001442379
Saved in:
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