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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~person:"Ghysels, Eric"
~subject:"Anlageverhalten"
~subject:"Forecasting model"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Forecasting model
Theorie
3
Theory
3
Volatility
2
Volatilität
2
Aktienmarkt
1
Kapitaleinkommen
1
Method of moments
1
Momentenmethode
1
Option pricing theory
1
Optionspreistheorie
1
Saisonale Schwankungen
1
Seasonal variations
1
Statistical theory
1
Statistische Methodenlehre
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
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Structural break
1
Strukturbruch
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Time series analysis
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USA
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English
2
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Ghysels, Eric
Clements, Michael P.
7
Clark, Todd E.
6
Fama, Eugene F.
4
Franses, Philip Hans
4
Hong, Harrison G.
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pedersen, Lasse Heje
4
Pesaran, M. Hashem
4
Bollerslev, Tim
3
Carriero, Andrea
3
Galvão, Ana Beatriz C.
3
Harvey, Campbell R.
3
Koopman, Siem Jan
3
Liu, Yan
3
McCracken, Michael W.
3
Moskowitz, Tobias J.
3
Stambaugh, Robert F.
3
Subrahmanyam, Avanidhar
3
Wright, Jonathan H.
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bae, Kee-hong
2
Barroso, Pedro
2
Bekaert, Geert
2
Boons, Martijn
2
Brandt, Michael W.
2
Campbell, John Y.
2
Chordia, Tarun
2
Creal, Drew
2
D'Amico, Stefania
2
Da, Zhi
2
Diebold, Francis X.
2
Dijk, Dick van
2
Dijk, Herman K. van
2
Engle, Robert F.
2
Ferson, Wayne E.
2
French, Kenneth Ronald
2
Garcia, René
2
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Journal of applied econometrics
Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Centre for Economic Policy Research
4
Journal of econometrics
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
EUI working paper / ECO
2
Econometric Society monographs
2
Macroeconomic dynamics
2
Research paper series / Swiss Finance Institute
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Discussion paper / Institute for Empirical Macroeconomics
1
Documents de travail / Banque de France
1
Econometric Research Program research memorandum
1
Econometric theory
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Kenan Institute of Private Enterprise Research Paper
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Swiss Finance Institute Research Paper
1
The Manchester School
1
The Oxford handbook of economic forecasting
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Themes in modern econometrics
1
UNC Kenan-Flagler Research Paper
1
Working paper / National Bank of Belgium / National Bank of Belgium
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ECONIS (ZBW)
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1
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
Saved in:
2
Bayesian inference for periodic regime-switching models
Ghysels, Eric
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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