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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Berg, Gerard J. van den"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Volatility"
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Estimation
Zeitreihenanalyse
Volatility
Schätzung
10
Theorie
8
Theory
8
Cointegration
7
Einheitswurzeltest
7
Kointegration
7
Time series analysis
7
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7
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Berg, Gerard J. van den
Gil-Alaña, Luis A.
Pierdzioch, Christian
Herwartz, Helmut
10
Härdle, Wolfgang
9
Breitung, Jörg
7
Mertens, Antje
7
Lütkepohl, Helmut
5
Burda, Michael C.
4
Holtemöller, Oliver
4
Saikkonen, Pentti
4
Schwalbach, Joachim
4
Werwatz, Axel
4
Wolters, Jürgen
4
Yang, Lijian
4
Brüggemann, Ralf
3
Candelon, Bertrand
3
Caporale, Guglielmo Maria
3
Hafner, Christian M.
3
Lanne, Markku
3
Nautz, Dieter
3
Reimers, Hans-Eggert
3
Schulz, Rainer
3
Anger, Silke
2
Boehmer, Ekkehart
2
Brenner, Steffen
2
Bunke, Olaf
2
Chinn, Menzie David
2
Daske, Stefan
2
Desdoigts, Alain
2
Droge, Bernd
2
Fengler, Matthias R.
2
Hildebrandt, Lutz
2
Klapper, Daniel
2
Kleinow, Torsten
2
Mercurio, Danilo
2
Schwarze, Johannes
2
Sperlich, Stefan
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Trenkler, Carsten
2
Weder, Mark
2
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
46
Economics and finance working paper series
33
Discussion paper series / IZA
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Kiel working paper
19
Kieler Arbeitspapiere
18
Applied economics letters
16
Applied economics
12
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Tinbergen Institute
10
Discussion papers of interdisciplinary research project 373
9
Finance research letters
9
Department of Economics working paper series
8
Discussion paper / Centre for Economic Policy Research
7
Research in international business and finance
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
EUI working paper / ECO
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Review of development finance
4
Economic modelling
3
Economics letters
3
International economic review
3
Journal of economics and finance : JEF
3
Journal of forecasting
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The European journal of finance
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The South African journal of economics
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Working paper series
3
Applied financial economics
2
Applied financial economics letters
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Department of Economics working papers
2
Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
10
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1
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
2
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
3
Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10014461170
Saved in:
4
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
5
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
6
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
7
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
8
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
9
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
10
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
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