Fat tails in leading indicators (Q2208677): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+The relation between the corporate bond-yield spread and the real economy: stable or time-varying?
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+Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
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+A MIDAS approach to modeling first and second moment dynamics
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Estimating the dimension of a model
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