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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Bollerslev, Tim"
~person:"Dijk, Herman K. van"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Bias"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Bias
Einheitswurzeltest
Estimation
Statistical distribution
Unit root test
Theorie
4
Theory
4
Volatility
4
Volatilität
4
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Bollerslev, Tim
Dijk, Herman K. van
Phillips, Peter C. B.
Sibbertsen, Philipp
Diebold, Francis X.
9
Foster, Dean P.
4
Young, H. Peyton
4
Andersen, Torben
2
Christoffersen, Peter F.
2
Hughes, Joseph P.
2
Mester, Loretta J.
2
Zenios, Stauros Andrea
2
Anderson, Torben G.
1
Babbel, David F.
1
Banegas, Ayelen
1
Bertocchi, Marida
1
Brandt, Michael W.
1
Campbell, Sean D.
1
Christensen, Jens H. E.
1
Cocco, Flavio
1
Consiglio, Andrea
1
Edelstein, Robert H.
1
Giacometti, Rosella
1
Gillen, Ben
1
Grace, Martin Francis
1
Guntay, Levent
1
Horneff, Wolfram J.
1
Klein, Robert W.
1
Kleindorfer, Paul R.
1
Li, Canlin
1
Madan, Dilip B.
1
Mariano, Roberto S.
1
Maurer, Raimond
1
Mitchell, Olivia S.
1
Rudebusch, Glenn D.
1
Sears, Ricki
1
Stamos, Michael Zisis
1
Stine, Robert A.
1
Strasser, Georg H.
1
Strickler, Vincent James
1
Sureda-Gomila, Antoni
1
Tay, Anthony S. A.
1
Timmermann, Allan
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Working papers / Financial Institutions Center
Cowles Foundation discussion paper
58
Discussion paper / Tinbergen Institute
44
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Econometric Institute research papers
7
Working paper / National Bureau of Economic Research, Inc.
6
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6
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5
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4
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4
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration / METEOR, University of Limburg, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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1
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ECONIS (ZBW)
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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