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subject:"Volatility"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Industrie"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~subject:"Wirtschaftswachstum"
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Volatility
Industrie
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United Kingdom
Wirtschaftswachstum
Estimation
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Schätzung
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6
Theory
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Brooks, Chris
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Patterson, Kerry D.
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Burke, Simon P.
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
334
Forschungsinstitut zur Zukunft der Arbeit
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Institut für Weltwirtschaft
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International Monetary Fund
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Federal Reserve Bank of St. Louis
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National Institute of Economic and Social Research
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Harvard Institute for International Development
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London School of Economics and Political Science
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Rodney L. White Center for Financial Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Türkiye Cumhuriyet Merkez Bankası
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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2
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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3
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000903013
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4
Is consumption too smooth? : The case of the United Kingdom
Patterson, Kerry D.
-
1993
Persistent link: https://www.econbiz.de/10000872967
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