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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"EUI working paper / ECO"
~person:"Gao, Jiti"
~person:"Hallin, Marc"
~person:"Härdle, Wolfgang"
~person:"Lanne, Markku"
~subject:"Volatilität"
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Zeitreihenanalyse
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Newbold, Paul
Gao, Jiti
Hallin, Marc
Härdle, Wolfgang
Lanne, Markku
Maravall Herrero, Agustín
15
Gómez, Víctor
7
Lütkepohl, Helmut
6
Marcellino, Massimiliano
5
Canova, Fabio
3
Gallo, Giampiero M.
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Gil-Alaña, Luis A.
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Grillenzoni, Carlo
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2
Herguera, Iñigo
2
Johansen, Søren
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Krolzig, Hans-Martin
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Mathis, Alexandre
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Orts Ríos, Vicente
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Toro, Juan
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Wuthe, Norbert
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EUI working paper / ECO
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ECONIS (ZBW)
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1
Dynamic factors in the presence of block structure
Hallin, Marc
(
contributor
);
Liška, Roman
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724330
Saved in:
2
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
3
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
4
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291437
Saved in:
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