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subject:"Zeitreihenanalyse"
~language:"deu"
~person:"Kaiser, Thomas"
~person:"Kim, Jeong-Ryeol"
~subject:"Kapitaleinkommen"
~type_genre:"Thesis"
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Zeitreihenanalyse
Kapitaleinkommen
Deutschland
2
Estimation
2
Estimation theory
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Germany
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Schätztheorie
2
Schätzung
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Theorie
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Theory
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Time series analysis
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1960-1992
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Aktienmarkt
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Börsenkurs
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Fehlerkorrekturmodell
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Geldnachfrage
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Kointegration
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Money demand
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Kaiser, Thomas
Kim, Jeong-Ryeol
Forster, Michael
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Bodmer, David
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Boos, Anna Carri
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Brechtmann, Markus
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Breitung, Jörg
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Bärlocher, Jürg
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Bönte, Gunnar
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Claessen, Holger
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Fuchs, Clemens
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Funke, Claudia
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Geyer, Alois
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Goss, Matthias
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Gruber, Gerald
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Hafner, Christian M.
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Hassler, Uwe
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Hauschulz, Wolfgang
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Hennevogl, Wolfgang
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Hillmer, Matthias
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Jung, Robert
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Kaltenbacher, Matthias
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Kaufmann, Sylvia
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Klütsch, Claudia
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Kohn, Wolfgang
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Kurz-Kim, Jeong-Ryeol
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Memmel, Christoph
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Odening, Martin
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Rohner, Marcel
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Sanddorf-Köhle, Walter G.
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Schief, Gunnar
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Schwab, Georg
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Schwier, Rolf
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Soyka, Dirk
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Steudel, Brigitte
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Steurer, Elmar
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Tölke, Ingeborg
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Gabler Edition Wissenschaft : Empirische Finanzmarktforschung
1
Schriften zur angewandten Ökonometrie
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ECONIS (ZBW)
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
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1997
Persistent link: https://www.econbiz.de/10000971500
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Analyse kointegrierter Modelle
Kim, Jeong-Ryeol
-
1994
Persistent link: https://www.econbiz.de/10013381525
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