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~subject:"Capital market returns"
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Capital market returns
Zeitreihenanalyse
105
Time series analysis
101
Theorie
71
Theory
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Estimation theory
41
Schätztheorie
41
State space model
24
Zustandsraummodell
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Volatilität
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USA
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United States
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Großbritannien
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Cointegration
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Kointegration
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Regressionsanalyse
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English
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Harvey, Andrew C.
3
Caivano, Michele
1
Lange, Rutger-Jan
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Sucarrat, Genaro
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Cambridge working papers in economics
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Temi di discussione / Banca d'Italia
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ECONIS (ZBW)
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Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
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2
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010495720
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3
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
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