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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~person:"Billio, Monica"
~person:"Kapetanios, George"
~subject:"Estimation"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Newbold, Paul
Billio, Monica
Kapetanios, George
Harvey, David I.
3
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3
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2
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2
Cho, Dooyeon
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Journal of empirical finance
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Growth and cycle in the Euro-zone
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International journal of forecasting
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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:
2
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:
3
Value-at-Risk: a multivariate switching regime approach
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 531-554
Persistent link: https://www.econbiz.de/10001545287
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