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subject:"Zeitreihenanalyse"
~institution:"Birkbeck College / Department of Economics"
~subject:"ARMA model"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
~subject:"Theory"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARMA model
Kapitaleinkommen
Monte-Carlo-Simulation
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Estimation theory
10
Schätztheorie
10
Theorie
8
Großbritannien
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United Kingdom
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Volatility
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English
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Psaradakis, Zacharias G.
3
Sola, Martin
3
Karanasos, Menelaos
2
Orszag, Jonathan Michael
2
Timmermann, Allan
2
Bianchi, Marco
1
Dacco, Roberto
1
Satchell, Stephen
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Birkbeck College / Department of Economics
National Bureau of Economic Research
69
Ekonomiska forskningsinstitutet <Stockholm>
33
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Umeå universitet
24
European University Institute / Department of Economics
23
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Centre for Quantitative Economics & Computing
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Centre for Analytical Finance <Århus>
9
Federal Reserve System / Division of Research and Statistics
9
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Umeå Universitet / Institutionen för Nationalekonomi
7
Universitetet i Oslo / Økonomisk institutt
6
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
State University of New York at Albany / Department of Economics
5
Universität Mannheim / Institut für Volkswirtschaft und Statistik
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Law
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Institut für Höhere Studien
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Discussion papers in economics
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ECONIS (ZBW)
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
4
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
5
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
Saved in:
6
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
7
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
8
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
10
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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