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~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~person:"Mankiw, Nicholas Gregory"
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Search: subject:"Time series analysis"
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Time series analysis
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Bollerslev, Tim
Mankiw, Nicholas Gregory
Watson, Mark W.
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5
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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2
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
3
Consumption, income, and interest rates : reinterpreting the time series evidence
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1989
Persistent link: https://www.econbiz.de/10000765798
Saved in:
4
Permanent and transitory components in macroeconomic fluctuations
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1987
Persistent link: https://www.econbiz.de/10000715623
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5
Are output fluctuations transitory?
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1986
Persistent link: https://www.econbiz.de/10000694626
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