Interpreting Spectral Analyses in Terms of Time-Domain Models
Year of publication: |
2012
|
---|---|
Authors: | Engle, Robert F. |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Series: | NBER Working Paper ; No. w0037 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1974 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
-
Business cycles and interest rate spread in the US, Europe and Japan : a stochastic approach
Fayolle, Jacky, (1994)
-
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David, (1993)
- More ...
-
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim, (2010)
-
The Nobel memorial prize for Robert Engle
Diebold, Francis X., (2004)
-
Hassler, Uwe, (2003)
- More ...