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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Schätzung
Zeitreihenanalyse
Time series analysis
15
Volatility
7
Volatilität
7
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
USA
5
United States
5
Business cycle
3
Konjunktur
3
1960-2000
2
Economic growth
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
2
US-Dollar
2
Wirtschaftswachstum
2
1959-1999
1
1960-1996
1
1999-2000
1
Autocorrelation
1
Autokorrelation
1
Bruttoinlandsprodukt
1
Currency option
1
Devisenoption
1
Exchange rate
1
Forecasting model
1
G7 countries
1
G7-Staaten
1
Geldpolitik
1
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Free
4
Type of publication
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Book / Working Paper
15
Type of publication (narrower categories)
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Collection of articles of several authors
Graue Literatur
Arbeitspapier
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Sensier, Marianne
4
Dijk, Dick van
3
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Osborn, Denise R.
2
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Kim, Dong-heon
1
Lunde, Asger
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Centre for Growth and Business Cycle Research <Manchester>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
28
National Bureau of Economic Research
18
Umeå universitet
12
Umeå Universitet / Institutionen för Nationalekonomi
11
European University Institute / Department of Law
10
Federal Reserve Bank of St. Louis
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
University of Strathclyde / Department of Economics
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Australien / Bureau of Statistics
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel
5
Econometrisch Instituut <Rotterdam>
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Institut für Weltwirtschaft
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Exeter / Department of Economics
5
University of Southampton / Department of Economics
5
Institut für Höhere Studien
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
Rutgers University / Department of Economics
4
Universitetet i Oslo / Økonomisk institutt
4
University of Kent / Department of Economics
4
University of Otago / Commerce Division
4
Université de Montréal / Département de sciences économiques
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Europäische Kommission / Statistisches Amt
3
Federal Reserve Bank of New York
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Konjunkturforschungsstelle <Zürich>
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Discussion paper series
4
Source
All
ECONIS (ZBW)
15
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1
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
2
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
3
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
4
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
7
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
8
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
9
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
10
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
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