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subject:"Börsenkurs"
type:"book"
~isPartOf:"CREATES research paper"
~subject:"Cointegration"
~subject:"Correlation"
~subject:"Yield curve"
~type_genre:"Arbeitspapier"
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Börsenkurs
Cointegration
Correlation
Yield curve
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
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23
Estimation theory
18
Schätztheorie
18
Volatility
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Nielsen, Morten Ørregaard
5
Andreasen, Martin Møller
4
Bollerslev, Tim
4
Teräsvirta, Timo
4
Carlini, Federico
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Todorov, Viktor
3
Aslanidis, Nektarios
2
Casas, Isabel
2
Grassi, Stefano
2
Kang, Jian
2
Violante, Francesco
2
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Eriksen, Jonas Nygaard
1
Fernández-Villaverde, Jesús
1
Haldrup, Niels
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Jakobsen, Johan Stax
1
Johansen, Søren
1
Jones, Maggie E. C.
1
Jungbacker, Borus
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
Koopman, Siem Jan
1
Lange, Theis
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
MacKinnon, James G.
1
Mao, Xiuping
1
Meldrum, Andrew
1
Nielsen, Ole Linnemann
1
Ntantamis, Christos
1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
145
CESifo working papers
121
Discussion paper / Centre for Economic Policy Research
88
Working paper
79
Finance and economics discussion series
54
Discussion paper
48
Discussion paper / Tinbergen Institute
48
SFB 649 discussion paper
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
39
Research paper series / Swiss Finance Institute
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Discussion papers / CEPR
37
CFS working paper series
35
Kiel working paper
32
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
31
Discussion papers of interdisciplinary research project 373
31
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27
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27
Discussion paper / Deutsche Bundesbank
25
Working paper series
25
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24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Discussion paper series / IZA
22
Economics and finance working paper series
22
Ruhr economic papers
22
Working paper / Centre for Financial Research
21
BIS working papers
20
Swiss Finance Institute Research Paper
17
Fisher College of Business working paper series
16
Staff reports / Federal Reserve Bank of New York
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IMF working papers
15
Kieler Arbeitspapiere
15
Staff working papers / Bank of England
15
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
14
Department of Economics working paper series
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Working papers / Bank for International Settlements
14
Working papers on finance
14
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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ECONIS (ZBW)
37
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
10
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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