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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Handbook of financial time series"
~subject:"Stochastic process"
~type_genre:"Aufsatz im Buch"
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National income
Time series analysis
Stochastic process
Estimation
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Schätzung
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Estimation theory
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Schätztheorie
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Volatility
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Volatilität
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Asai, Manabu
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Chen, Willa W.
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Franke, Jürgen
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Hurvich, Clifford M.
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Jungbacker, Borus
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Handbook of financial time series
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
Applied quantitative finance
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
3
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
2
Characteristics of business cycles : have they changed?
2
Computational methods in decision-making, economics and finance
2
East European transition and EU enlargement : a quantitative approach ; with 105 tables
2
Economic issues in SAARC context
2
Essays in honour of Fabio Canova
2
Financial econometrics and empirical market microstructure
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Long memory in economics : with 50 tables
2
New directions in spatial econometrics
2
New tools of economic dynamics
2
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
2
Productivity, efficiency, and economic growth in the Asia-Pacific region
2
Prospects for economic growth in the United States
2
Quantitative Verfahren im Finanzmarktbereich
2
Recent econometric techniques for macroeconomic and financial data
2
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
2
Robustness in econometrics
2
Studies in time series analysis of consumption, asset prices and forecasting
2
The Oxford handbook of well-being and public policy
2
The economic development of Europe's regions : a quantitative history since 1900
2
Understanding migration with macroeconomics
2
A statistical equilibrium perspective on corporate profitability
1
Agrar- und Ernährungsmärkte nach dem Boom : 49. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 30. September bis 02. Oktober 2009
1
Alfonso Brazzini ... - 1. ed. - 1996. - 337 S. : graph. Darst.
1
Analyse saisonaler Zeitreihen
1
Analysis and international comparisons of social consequences of transformation processes in post communist countries : proceedings of the 7th Slovak-Polish-Ukrainian-Czech scientific seminar ; (Svätý Jur, november 15 - 18, 2000)
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applied regional growth and innovation models
1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Ausgewählte methodische Aufsätze aus dem ifo Schnelldienst
1
Baltic Business and Socio-Economic Development 2007 : 3rd International Conference Tallinn, Estonia, June 17-19, 2007
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Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
2
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
3
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
4
Fractional cointegration
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Handbook of financial time series
,
(pp. 709-726)
.
2009
Persistent link: https://www.econbiz.de/10003834216
Saved in:
5
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
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