Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Year of publication: |
2003
|
---|---|
Authors: | Hassler, Uwe |
Published in: |
Wirtschaftsdienst. - Heidelberg : Springer, ISSN 0043-6275. - Vol. 83.2003, 12, p. 811-816
|
Publisher: |
Heidelberg : Springer |
Subject: | Zeitreihenanalyse | Volatilität | ARCH-Modell | Statistische Methode | Finanzmarkt | Theorie | Ökonometrisches Modell |
-
Hassler, Uwe, (2003)
-
Chan, Wai-Sum, (2000)
-
A hybrid joint moment ratio test for financial time series
Groenendijk, Patrick A., (1998)
- More ...
-
Unlucky Number 13? Manipulating Evidence Subject to Snooping
Hassler, Uwe, (2022)
-
Understanding nonsense correlation between (independent) random walks in finite samples
Hassler, Uwe, (2021)
-
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg, (2000)
- More ...