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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Financial econometrics and empirical market microstructure"
~isPartOf:"Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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National income
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Aufsatz im Buch
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Addolorato, Flavio
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Andreev, Nikolay
1
Berardi, Andrea
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Billio, Monica
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Filimonov, Vladimir
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Kutergin, Aleksey
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Pelizzon, Loriana
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Financial econometrics and empirical market microstructure
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
Applied quantitative finance
7
Forecasting volatility in the financial markets
5
Handbook of financial time series
5
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
5
Selected topics in applied econometrics
5
Growth and cycle in the Euro-zone
4
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
4
The interrelationship between financial and energy markets
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
East European transition and EU enlargement : a quantitative approach ; with 105 tables
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Exchange rate economics : where do we stand?
3
New tools of economic dynamics
3
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
3
Characteristics of business cycles : have they changed?
2
Computational methods in decision-making, economics and finance
2
Current topics in quantitative finance : with 23 tables
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Econometric analysis of financial and economic time series ; part B
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Equilibrium exchange rates
2
Essays in honour of Fabio Canova
2
European Monetary Union, emerging markets and econometric issues in international finance
2
Exchange rate policies for small open economies
2
Exchange rates and global financial policies
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Handbook of applied econometrics and statistical inference
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Integration, Währung und Wachstum - Dimensionen internationaler Wirtschaftsbeziehungen : Festschrift für Dieter Bender zum 60. Geburtstag
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Long memory in economics : with 50 tables
2
Measuring risk in complex stochastic systems
2
New directions in spatial econometrics
2
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
2
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
2
Prospects for economic growth in the United States
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On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
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2
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
Saved in:
3
Long-term yield volatility and the term structure : evidence for Italian treasury bonds
Addolorato, Flavio
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 353-377)
.
1997
Persistent link: https://www.econbiz.de/10001298419
Saved in:
4
Pricing options with switching volatility
Billio, Monica
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 415-441)
.
1997
Persistent link: https://www.econbiz.de/10001299041
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