//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Siirtymätalouksien tutkimuslaitos, Suomen Pankki"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"synchronous"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kalman filter
1
emerging stock markets
1
financial market integration
1
global stochastic trend
1
non-synchronous data
1
state space model
1
stock market returns
1
transition economies
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Korhonen, Iikka
1
Peresetsky, Anatoly
1
Institution
All
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
School of Economics and Management, University of Aarhus
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Department of Economics, Oxford University
2
EconWPA
2
Graduate School of Economics, Osaka University
2
HAL
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
C.E.P.R. Discussion Papers
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Economics and Econometrics Research Institute (EERI)
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
Finance Research Centre, Oxford University
1
Institute for the Study of Labor (IZA)
1
International Institute of Social and Economic Sciences
1
Nationalekonomiska Institutionen, Uppsala Universitet
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
more ...
less ...
Published in...
All
BOFIT Discussion Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extracting global stochastic trend from non-
synchronous
data
Korhonen, Iikka
;
Peresetsky, Anatoly
-
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
-
2013
We use a Kalman filter type model of financial markets to extract a global stochastic trend from the discrete non-
synchronous
…
Persistent link: https://www.econbiz.de/10010674216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->