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subject:"Share price"
subject:"Stock index"
~person:"Lütkepohl, Helmut"
~person:"Todorov, Viktor"
~subject:"Eurozone"
~subject:"Theory"
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Share price
Stock index
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Theory
Estimation
104
Schätzung
104
Volatility
43
Volatilität
43
Theorie
42
VAR model
35
VAR-Modell
35
Time series analysis
33
Zeitreihenanalyse
33
Börsenkurs
32
Estimation theory
31
Schätztheorie
31
Capital income
25
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25
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14
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Risk premium
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Lütkepohl, Helmut
Todorov, Viktor
Caporale, Guglielmo Maria
137
Gil-Alaña, Luis A.
107
Belke, Ansgar
106
Gupta, Rangan
95
Pesaran, M. Hashem
87
Pierdzioch, Christian
71
Hautsch, Nikolaus
61
McAleer, Michael
59
Härdle, Wolfgang
55
Marcellino, Massimiliano
55
Herwartz, Helmut
53
Koopman, Siem Jan
50
Heckman, James J.
48
Narayan, Paresh Kumar
48
Bollerslev, Tim
47
Bohl, Martin T.
46
Timmermann, Allan
46
McMillan, David G.
45
Wohar, Mark E.
45
Döpke, Jörg
43
Engle, Robert F.
42
Afonso, António
40
Hayo, Bernd
40
Blundell, Richard W.
39
Zaremba, Adam
37
Belzil, Christian
36
Lettau, Martin
36
Tiwari, Aviral Kumar
36
Acemoglu, Daron
34
MacDonald, Ronald
34
Semmler, Willi
34
Allen, David E.
33
Berg, Gerard J. van den
33
Buch, Claudia M.
33
Serletis, Apostolos
33
Mumtaz, Haroon
32
Cheung, Yin-Wong
30
Eickmeier, Sandra
30
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
National Bureau of Economic Research
1
Robert Schuman Centre for Advanced Studies
1
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Journal of econometrics
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of financial economics
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Applied economics quarterly
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Economic Research Initiatives at Duke (ERID) Working Paper
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Jahrbücher für Nationalökonomie und Statistik
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Journal of economics
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NBER Working Paper
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NBER working paper series
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Nonparametric dynamic modelling
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Oxford bulletin of economics and statistics
1
Studies in Empirical Economics
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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Working paper / National Bureau of Economic Research, Inc.
1
Working paper series in economics and finance
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ECONIS (ZBW)
73
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71
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
72
Modelling the demand for M3 in the unified Germany
Wolters, Jürgen
;
Teräsvirta, Timo
;
Lütkepohl, Helmut
-
1996
Persistent link: https://www.econbiz.de/10000936487
Saved in:
73
Public opinion on the determinants of the aggregate German stock market
Lütkepohl, Helmut
;
Schlote, Klaus Wilhelm
-
1989
Persistent link: https://www.econbiz.de/10000769116
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