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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Aggarwal, Radhika"
~person:"Hegerty, Scott W."
~person:"Nielsen, Morten Ørregaard"
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Commodity price
4
Estimation
4
Rohstoffpreis
4
Volatility
3
Volatilität
3
Central and Eastern Europe
2
Commodity prices
2
Eastern Europe
2
Osteuropa
2
Time series analysis
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Cointegration
1
Commodity derivative
1
Commodity market
1
Contagion
1
Devisenmarkt
1
Domestic credit
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emerging economies
1
Emerging markets
1
Euro
1
Exchange rate
1
Foreign exchange market
1
Fractional integration
1
Kapitaleinkommen
1
Kointegration
1
Multivariate GARCH
1
Rohstoffderivat
1
Rohstoffmarkt
1
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English
4
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Aggarwal, Radhika
Hegerty, Scott W.
Nielsen, Morten Ørregaard
Zaremba, Adam
4
De Pace, Pierangelo
3
Hernandez, Manuel A.
3
Mikutowski, Mateusz
3
Winkelried, Diego
3
Alquist, Ron
2
Coibion, Olivier
2
De Nicola, Francesca
2
Dehn, Jan
2
Ghoshray, Atanu
2
Hammoudeh, Shawkat
2
Mignon, Valérie
2
Oglend, Atle
2
Petrella, Ivan
2
Sakemoto, Ryuta
2
Sousa, Ricardo M.
2
Tang, Ke
2
Triantafyllou, Athanasios
2
Umar, Zaghum
2
Abbas, Syed Kanwar
1
Abrell, Jan
1
Adalı, Zafer
1
Addison, Tony
1
Adekoya, Oluwasegun B.
1
Adeleke, Adegoke Ibrahim
1
Afangideh, Udoma J.
1
Agnello, Luca
1
Aguirre, Álvaro
1
Ahmed, Rashad
1
Aiube, Fernando Antônio Lucena
1
Al-Yahyaee, Khamis Hamed
1
Alexiou, Constantinos
1
Algieri, Bernardina
1
Aliyev, Shahriyar
1
Alshalahi, Jebreel
1
Alvaro, Dennis
1
Amatov, Aitbek
1
Antonakakis, Nikolaos
1
Asche, Frank
1
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Economic systems
1
Journal of econometrics
1
Journal of economics & management
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Commodity prices and domestic credit in Central and Eastern Europe : are there asymmetric effects?
Hegerty, Scott W.
- In:
Economic systems
48
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014535782
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2
Exchange market pressure, stock prices, and commodity prices east of the Euro
Hegerty, Scott W.
- In:
Journal of economics & management
31
(
2018
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10011918429
Saved in:
3
Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W.
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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