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subject:"Volatility"
~isPartOf:"Dynamic factor models"
~subject:"Business cycle"
~subject:"United Kingdom"
~type_genre:"Book section"
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Volatility
Business cycle
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Estimation
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Factor analysis
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Belvisi, Martin
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Callot, Laurent
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Dynamic factor models
Applied quantitative finance
6
Forecasting volatility in the financial markets
6
Modern perspectives on the gold standard
5
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 ...]
5
Exchange rate economics : where do we stand?
4
Handbook of financial time series
4
Openness and growth : proceedings of the Bank of England Academic Conference on the Relationship Between Openness and Growth in the United Kingdom, September 15th, 1997
4
The changing nature of the business cycle : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 11 - 12 July 2005
4
The global structure of financial markets : an overview
4
The interrelationship between financial and energy markets
4
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
3
Characteristics of business cycles : have they changed?
3
Competition and market structure : theory and evidence on the effects of restrictive practices legislation in the UK 1954 - 1977
3
Determinants of growth and business cycles : theory, empirical evidence and policy implications ; INFER annual conference 2003
3
Dynamic optics in economics : quantitative, experimental and econometric analyses
3
European Monetary Union, emerging markets and econometric issues in international finance
3
Family, household and work : with 106 tables
3
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]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
3
Growth and cycle in the Euro-zone
3
Investigating the relationship between the financial and real economy
3
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
3
Schools and the equal opportunity problem
3
Stock returns : cyclicity, prediction and economic consequences
3
The economics of equal opportunities
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
Arbeitsmarktpolitik und Strukturwandel : empirische Analysen
2
Aspects of worker well-being
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Beschäftigungseffekte betrieblicher Arbeitszeitgestaltung
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Boards and directors
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Business cycles in economics : types, challenges and impacts on monetary policies
2
Current topics in quantitative finance : with 23 tables
2
Demographic responses to economic adjustment in Latin America
2
East European transition and EU enlargement : a quantitative approach ; with 105 tables
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 post Keynesian economics : looking at the real world
2
Essays in empirical macroeconomics: zooming on financial imbalances
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Modelling financial markets comovements during crises : a dynamic multi-factor approach
Belvisi, Martin
;
Pianeti, Riccardo
;
Urga, Giovanni
- In:
Dynamic factor models
,
(pp. 317-360)
.
2016
Persistent link: https://www.econbiz.de/10011448671
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2
Regularized estimation of structural instability in factor models : the US macroeconomy and the great moderation
Callot, Laurent
;
Kristensen, Johannes Tang
- In:
Dynamic factor models
,
(pp. 437-479)
.
2016
Persistent link: https://www.econbiz.de/10011448714
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