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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Research memorandum / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie"
~person:"Fan, Yanqin"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~person:"Teräsvirta, Timo"
~subject:"Estimation"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Lag model"
~subject:"Lag-Modell"
~subject:"Stock market"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Fan, Yanqin
Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
Teräsvirta, Timo
Timmermann, Allan
5
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5
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Discussion paper series / LSE Financial Markets Group
Research memorandum / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
Discussion paper / Tinbergen Institute
175
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73
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20
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ECONIS (ZBW)
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1
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
2
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
-
2003
Persistent link: https://www.econbiz.de/10001778573
Saved in:
3
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
Saved in:
4
Impacts of multiple period lags in dynamic logic [logit] models
Nijkamp, Peter
;
Reggiani, Aura
-
1991
Persistent link: https://www.econbiz.de/10000837841
Saved in:
5
Innovative service provision for the elderly : a European perspective
Nijkamp, Peter
;
Rosdorff, S.
;
Wilderom, Celeste P. M.
-
1991
Persistent link: https://www.econbiz.de/10000837944
Saved in:
6
Missing networks and regional development in Europe
Maggi, Rico
;
Nijkamp, Peter
-
1991
Persistent link: https://www.econbiz.de/10000837843
Saved in:
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