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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Bauwens, Luc"
~person:"Caporale, Guglielmo Maria"
~person:"Hallin, Marc"
~subject:"Volatilität"
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Zeitreihenanalyse
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425
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English
225
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Newbold, Paul
Bauwens, Luc
Caporale, Guglielmo Maria
Hallin, Marc
Franses, Philip Hans
141
Koopman, Siem Jan
134
Phillips, Peter C. B.
132
Gil-Alaña, Luis A.
109
McAleer, Michael
88
Härdle, Wolfgang
87
Bollerslev, Tim
82
Lütkepohl, Helmut
80
Diebold, Francis X.
78
Koop, Gary
71
Pesaran, M. Hashem
69
Teräsvirta, Timo
64
Harvey, Andrew C.
62
Engle, Robert F.
61
Ghysels, Eric
59
Sibbertsen, Philipp
59
Granger, C. W. J.
57
Kunst, Robert M.
56
Swanson, Norman R.
56
Lucas, André
55
Maravall Herrero, Agustín
55
Marcellino, Massimiliano
53
Dijk, Herman K. van
51
Hyndman, Rob J.
50
Lux, Thomas
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Timmermann, Allan
50
Herwartz, Helmut
49
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49
Andersen, Torben
47
Hassler, Uwe
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46
Proietti, Tommaso
43
Caporin, Massimiliano
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ECONIS (ZBW)
226
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81
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
82
Forecasting long memory processes subject to structural breaks
Wang, Shin-huei
;
Bauwens, Luc
;
Hsiao, Cheng
-
2012
Persistent link: https://www.econbiz.de/10009731091
Saved in:
83
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
84
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
85
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
86
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
87
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
88
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
89
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
90
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
Saved in:
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