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subject:"Volatilität"
~isPartOf:"Stock returns : cyclicity, prediction and economic consequences"
~subject:"1999-2005"
~subject:"Geldpolitik"
~type_genre:"Aufsatz im Buch"
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Volatilität
1999-2005
Geldpolitik
Capital income
3
Estimation
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Kapitaleinkommen
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Schätzung
3
Volatility
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1987-2008
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1992-2007
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ARCH model
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Aktienmarkt
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Cointegration
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Großbritannien
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Aufsatz im Buch
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Canarella, Giorgio
1
Gil-Alaña, Luis A.
1
Gregoriou, A.
1
Kontonikas, A.
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Laniepce, Arnold
1
MacDonald, Ronald
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Miller, Stephen M.
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Pollard, Stephen K.
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Stock returns : cyclicity, prediction and economic consequences
Applied quantitative finance
6
Forecasting volatility in the financial markets
5
Handbook of financial time series
4
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Handbook of research on emerging theories, models, and applications of financial econometrics
3
Monetary policy in Asia : approaches and implementation ; proceedings of a BIS/HKIMR conference held in Hong Kong SAR on 21 - 22 November 2005
3
Monetary policy in a changing environment : [Autumn Central Bank Economists' Meeting]
3
Return to growth in CIS countries : monetary policy and macroeconomic framework ; with 65 tables
3
The interrelationship between financial and energy markets
3
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
2
Current topics in quantitative finance : with 23 tables
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Empirical research on the German capital market : with 60 tables
2
Essays on money and finance : evidence for China
2
European Monetary Union, emerging markets and econometric issues in international finance
2
Exchange rate economics : where do we stand?
2
Financial econometrics and empirical market microstructure
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Handbuch Alternative Investments ; Bd. 1
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
Investigating the relationship between the financial and real economy
2
Long memory in economics : with 50 tables
2
Monetary policy and issues : new research
2
Monetary policy and the inflation process
2
Monetary policy rules
2
Monetary policy, trade and convergence : the case of transition economies
2
Money markets and central bank operations : proceedings of a conference held by the Bank of Canada November 1995
2
New tools of economic dynamics
2
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
2
Quantitative and empirical analysis of nonlinear dynamic macromodels
2
Recent developments in Asian economics : international symposia in economic theory and econometrics
2
Regional aspects of monetary policy in Europe
2
Revue des livres
2
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
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Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio
;
Miller, Stephen M.
;
Pollard, Stephen K.
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 1-68)
.
2009
Persistent link: https://www.econbiz.de/10003944993
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2
Monetary policy shifts and stock returns : evidence from UK panel data
Gregoriou, A.
;
Kontonikas, A.
;
MacDonald, Ronald
; …
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 201-209)
.
2009
Persistent link: https://www.econbiz.de/10003945027
Saved in:
3
CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies
Gil-Alaña, Luis A.
;
Laniepce, Arnold
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 211-220)
.
2009
Persistent link: https://www.econbiz.de/10003945030
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