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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Working paper series / Czech National Bank"
~person:"Engle, Robert F."
~person:"Härdle, Wolfgang"
~subject:"Bankenaufsicht"
~subject:"Measurement"
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Time series analysis
United States
Bankenaufsicht
Measurement
ARCH model
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Aktienmarkt
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Capital income
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Estimation
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Kapitaleinkommen
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Engle, Robert F.
Härdle, Wolfgang
Ambriško, Róbert
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Baxa, Jaromír
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Beneš, Jaromír
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Franta, Michal
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Working paper series / Czech National Bank
SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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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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Forecasting volatility in the financial markets
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The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
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