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~subject:"Asymmetric information"
~subject:"Cointegration"
~type_genre:"Forschungsbericht"
~type_genre:"Rezension"
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Search: subject:"model"
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Asymmetric information
Cointegration
Theorie
383
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107
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Dark, Jonathan
3
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2
Snyder, Ralph D.
2
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1
Bebczuk, Ricardo
1
Bewley, Ronald A.
1
Biedermann, Stefanie
1
Brunnermeier, Markus Konrad
1
Dette, Holger
1
Dittmann, Ingolf
1
Engle, Robert F.
1
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1
Frondel, Manuel
1
Giles, David E. A.
1
Gorton, Gary
1
Güth, Werner
1
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1
Hassan, Seid Y.
1
Horvath, Marco
1
Low, Chin Nam
1
Miles, David
1
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1
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1
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1
Rahi, Rohit
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1
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1
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
The economic journal : the journal of the Royal Economic Society
4
Journal of economic literature
3
Journal of economics
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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ECONIS (ZBW)
24
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1
The U. S. fracking boom: Impact on oil prices
Frondel, Manuel
;
Horvath, Marco
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011886573
Saved in:
2
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
Saved in:
3
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
Saved in:
4
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
Saved in:
5
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
Saved in:
6
Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.
;
Low, Chin Nam
;
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474772
Saved in:
7
Exponential smoothing : a prediction error decomposition principle
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474548
Saved in:
8
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
Saved in:
9
[Rezension von: Engle, Robert F., ...,, Cointegration, causality, and forecasting]
Bewley, Ronald A.
- In:
Journal of economic literature
40
(
2002
)
3
,
pp. 931-933
Persistent link: https://www.econbiz.de/10001735218
Saved in:
10
[Rezension von: Cointegration, causality, and forecasting, ed. by Robert F. Engle ...]
Giles, David E. A.
- In:
Journal of economic literature
39
(
2001
)
2
,
pp. 576-577
Persistent link: https://www.econbiz.de/10001595666
Saved in:
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