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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~subject:"EU countries"
~subject:"Wage structure"
~type_genre:"Arbeitspapier"
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Volatility
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Estimation
101
Schätzung
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Deutschland
61
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61
Theorie
57
Theory
57
USA
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26
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21
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21
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17
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Herwartz, Helmut
5
Härdle, Wolfgang
5
Hafner, Christian M.
3
Fengler, Matthias R.
2
Holtemöller, Oliver
2
Mertens, Antje
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Anger, Silke
1
Breitung, Jörg
1
Burda, Michael C.
1
Candelon, Bertrand
1
Chinn, Menzie David
1
Christensen, Bent Jesper
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
1
Fengler, Matthias
1
Hahn, Elke
1
Hoffmann, M.
1
Kvasnicka, Michael
1
Lanne, Markku
1
Lepskii, Oleg V.
1
Linton, Oliver
1
Lütkepohl, Helmut
1
McGinnity, Frances
1
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1
Müller, Christian
1
Nautz, Dieter
1
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1
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1
Schmidt, Peter
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Schwarze, Johannes
1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper series / IZA
540
CESifo working papers
244
Discussion paper / Centre for Economic Policy Research
194
Working paper / National Bureau of Economic Research, Inc.
180
Working paper
170
Discussion paper
114
Discussion paper / Tinbergen Institute
108
Working paper series / European Central Bank
108
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77
Discussion papers / Deutsches Institut für Wirtschaftsforschung
72
ZEW discussion papers
68
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58
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58
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51
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ECONIS (ZBW)
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Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Structural vector autoregressive models and monetary policy analysis
Holtemöller, Oliver
-
2002
Persistent link: https://www.econbiz.de/10001656713
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
4
Does future PC use determine our wages today? : Evidence from German panel data
Anger, Silke
;
Schwarze, Johannes
-
2002
Persistent link: https://www.econbiz.de/10001669944
Saved in:
5
Money and prices : an I(2) analysis for the euro Area
Holtemöller, Oliver
-
2002
Persistent link: https://www.econbiz.de/10001669945
Saved in:
6
On the wages of temporary help service workers in Germany
Kvasnicka, Michael
;
Werwatz, Axel
-
2002
Persistent link: https://www.econbiz.de/10001730288
Saved in:
7
Fixed-term contracts in East and West Germany : low wages, poor prospects?
McGinnity, Frances
;
Mertens, Antje
-
2002
Persistent link: https://www.econbiz.de/10001730315
Saved in:
8
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
9
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
10
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
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