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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion papers in economics / School of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Estimation"
~subject:"Hodrick-Prescott Filter"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
12
Wong, Benjamin
6
Haque, Qazi
5
Pagan, Adrian R.
5
Castelnuovo, Efrem
4
Koop, Gary
4
Paccagnini, Alessia
4
Caggiano, Giovanni
3
Harvey, David I.
3
Leybourne, Stephen James
3
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3
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2
Bernardi, Mauro
2
Breunig, Robert
2
Buncic, Daniel
2
Cho, Dooyeon
2
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2
Cross, Jamie L.
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Dungey, Mardi H.
2
Eisenstat, Eric
2
Gospodinov, Nikolaj
2
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
3
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
4
The Hodrick-Prescott filter at time series endpoints
Mise, Emi
(
contributor
);
Kim, Tae-hwan
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766035
Saved in:
5
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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