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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
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Volatilität
Zeitreihenanalyse
Estimation
76
Schätzung
76
Theorie
43
Theory
43
Schweden
31
Sweden
31
Time series analysis
14
Technical efficiency
11
Technische Effizienz
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OECD countries
7
OECD-Staaten
7
Börsenkurs
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Estimation theory
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Schätztheorie
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Data envelopment analysis
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Data-Envelopment-Analyse
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Geldpolitik
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Großbritannien
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USA
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United States
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Volatility
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1991
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ARCH-Modell
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15
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12
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12
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English
16
Author
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Teräsvirta, Timo
4
Löthgren, Mickael
3
Eliasson, Ann-Charlotte
2
Fernandes, Marcelo
2
Grammig, Joachim
2
Hagerud, Gustaf E.
2
Skalin, Joakim
2
Alexius, Annika
1
Bandyopadhyay, Sanghamitra
1
Cowell, Frank A.
1
Cruces, Guillermo
1
Eklund, Bruno
1
Gerdtham, Ulf-G.
1
Hall, Anthony D.
1
Larsson, Rolf
1
Lyhagen, Johan
1
Nydahl, Stefan
1
Sellin, Peter
1
Souza, Leonardo Rocha
1
Veiga, Alvaro
1
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Ekonomiska forskningsinstitutet <Stockholm>
Escola de Pós-Graduação em Economia <Rio de Janeiro>
Suntory-Toyota International Centre for Economics and Related Disciplines
National Bureau of Economic Research
93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Institut für Weltwirtschaft
8
University of Canterbury / Dept. of Economics and Finance
6
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
International Monetary Fund
4
Umeå universitet
4
Centre for Analytical Finance <Århus>
3
Centre for Quantitative Economics & Computing
3
Chambre de commerce et d'industrie de Paris
3
European University Institute / Department of Economics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Australien / Bureau of Statistics
2
Bank of Canada
2
Birkbeck College / Department of Economics
2
Bonn Graduate School of Economics
2
Christian-Albrechts-Universität zu Kiel
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
Institute of European Finance <Bangor, Gwynedd>
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Technische Universität Dresden
2
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2
Türkiye Cumhuriyet Merkez Bankası
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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2
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Working paper series in economics and finance
11
Ensaios econômicos
3
Distributional analysis research programme papers
2
SSE EFI working paper series in economics and finance
1
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ECONIS (ZBW)
16
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Modelling vulnerability in the UK
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428607
Saved in:
2
Income fluctuations, poverty and well-being over time : theory and application to Argentina
Cruces, Guillermo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050988
Saved in:
3
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
4
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
5
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
6
On stationarity and cointegration of international health expenditure and GDP
Gerdtham, Ulf-G.
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984764
Saved in:
7
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
8
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
9
Nonlinear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo
;
Eliasson, Ann-Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994464
Saved in:
10
Modelling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994465
Saved in:
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