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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
Volatility
Stochastic process
Zeitreihenanalyse
Estimation theory
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Koopman, Siem Jan
McAleer, Michael
Franses, Philip Hans
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Hobijn, Bart
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Ooms, Marius
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Dijk, Dick van
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Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
29
Journal of econometrics
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Econometric reviews
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Econometrics : open access journal
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Risks : open access journal
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A history of market performance : from ancient Babylonia to the modern world
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The Japanese economic review : the journal of the Japanese Economic Association
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The review of economic studies
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 11-090/4
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Tinbergen Institute Discussion Paper 14-046/III
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2017-105/III
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Tinbergen Institute Discussion Paper 2018-013/III
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Tinbergen Institute Discussion Paper 2021-098/III
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Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
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