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~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and Economics Discussion Series"
~language:"eng"
~subject:"ARCH model"
~subject:"United States"
~type:"book"
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ARCH model
United States
Theorie
80
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80
Time series analysis
63
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63
Estimation theory
50
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50
Estimation
44
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41
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Silvennoinen, Annastiina
4
Teräsvirta, Timo
4
Andreasen, Martin Møller
2
Bollerslev, Tim
2
Bork, Lasse
2
Grassi, Stefano
2
Koopman, Siem Jan
2
Nielsen, Morten Ørregaard
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Delle Monache, Davide
1
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1
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1
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1
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CREATES research paper
Finance and Economics Discussion Series
Discussion paper series / IZA
384
Working paper
234
Finance and economics discussion series
191
Fisher College of Business working paper series
171
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
129
Working papers series / Federal Reserve Bank of San Francisco
103
Working paper series / European Central Bank
74
Working papers / Rodney L. White Center for Financial Research
72
Staff reports / Federal Reserve Bank of New York
65
CFS working paper series
61
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
55
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
55
Working papers / Department of Economics
52
Working papers / University of Connecticut, Department of Economics
51
Economics and finance working paper series
47
SFB 649 discussion paper
46
Discussion paper
41
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39
The Harvard John M. Olin discussion paper series
39
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35
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34
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32
Working papers / University of Delaware, Department of Economics
32
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29
BLS working papers
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Econometric Institute research papers
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Federal Reserve Bank of Cleveland working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Research paper series / Stanford Graduate School of Business
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Working papers / Department of Economics, West Virginia University
26
Working papers / Office of Tax Policy Research
23
Working paper / Federal Reserve Bank of Dallas, Research Department
22
Working papers / Department of Economics, The Johns Hopkins University
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IFA working paper
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CSIO working papers
20
Census 2000 brief
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Department of Economics working paper series
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ECONIS (ZBW)
35
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1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
7
Tree-based synthetic control methods : consequences of moving the US embassy
Mühlbach, Nicolaj N.
-
2020
-
This version: May 18, 2020
Persistent link: https://www.econbiz.de/10012317688
Saved in:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
10
In search of a job : forecasting employment growth using Google Trends
Borup, Daniel
;
Montes Schütte, Erik Christian
-
2019
Persistent link: https://www.econbiz.de/10012063999
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