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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~person:"Pesaran, M. Hashem"
~person:"Siklos, Pierre L."
~subject:"Geldpolitik"
~subject:"Volatilität"
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Time series analysis
United States
Geldpolitik
Volatilität
Estimation
2
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USA
2
Capital income
1
Credit risk
1
Firm value
1
Forecasting model
1
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1
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1
Kapitaleinkommen
1
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Pesaran, M. Hashem
Siklos, Pierre L.
Karanasos, Menelaos
3
Nelson, Charles R.
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Jansen, Dennis W.
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Aldrich, Eric M.
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Aradhyula, Satheesh V.
1
Aragó Manzana, Vicent
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Arakelian, V.
1
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1
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1
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1
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1
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1
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1
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1
Brooks, Robert
1
Brunetti, Celso
1
Cai, Lili
1
Chang, Eric Chieh
1
Chang, Li-Han
1
Chen Zhou
1
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Journal of empirical finance
CESifo working papers
17
Cambridge working papers in economics
9
CESifo Working Paper Series
5
DAE working paper
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Discussion paper / Deutsche Bundesbank
4
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4
IZA Discussion Paper
4
Journal of applied econometrics
4
Bundesbank Series 1 Discussion Paper
3
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2
CESifo Working Paper
2
DNB working paper
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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NBER Working Paper
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Research notes in economics & statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Department of Economics, Wilfrid Laurier University
2
Working paper / National Bureau of Economic Research, Inc.
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Working paper series / European Central Bank
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Applied financial economics
1
Birkbeck working papers in economics and finance : BWPEF
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Central banks at a crossroads : what can we learn from history?
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / Department of Economics, University of Canterbury
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Econometric analysis of financial and economic time series ; part B
1
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1
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1
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
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2
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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