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subject:"Time series analysis"
subject:"Volatilität"
~institution:"Banque de France / Direction des Etudes Economiques et de la Recherche"
~institution:"Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>"
~subject:"Economics of banking"
~type_genre:"Working Paper"
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Time series analysis
Volatilität
Economics of banking
Estimation theory
5
Schätztheorie
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Theory
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Estimation
3
Schätzung
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France
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Frankreich
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1975-1996
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Bankwirtschaft
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Working Paper
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French
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Bandt, Olivier de
1
Baumel, Laurent
1
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1
Jondeau, Eric
1
Rockinger, Michael
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Sevestre, Patrick
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Banque de France / Direction des Etudes Economiques et de la Recherche
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
European University Institute / Department of Economics
10
Umeå universitet
8
Ekonomiska forskningsinstitutet <Stockholm>
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Birkbeck College / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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National Bureau of Economic Research
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University of Exeter / Department of Economics
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European University Institute / Department of Law
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University of New England / Department of Econometrics
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Econometrisch Instituut <Rotterdam>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Warwick / Department of Economics
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Amsterdams Instituut voor ArbeidsStudies
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Australian National University / Faculty of Economics and Commerce
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Columbia University / Department of Economics
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London School of Economics and Political Science
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Nationalekonomiska Institutionen <Göteborg>
1
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1
Norges Bank / Utredningsavdelingen
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Robert Schuman Centre for Advanced Studies
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Notes d'études et de recherche : NER
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1
La modélisation VAR structurel : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
-
1998
Persistent link: https://www.econbiz.de/10000983202
Saved in:
2
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
Saved in:
3
La relation entre le taux des crédits et le coût des ressources bancaires : modélisation et estimation sur données individuelles de banques
Baumel, Laurent
;
Sevestre, Patrick
-
1997
Persistent link: https://www.econbiz.de/10000972675
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