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~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Agudze, Komla M."
~person:"Bandi, Federico M."
~person:"Blasques, Francisco"
~person:"Chen, Rong"
~person:"Edenhofer, Ottmar"
~person:"Fabozzi, Frank J."
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Pelger, Markus"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Aggregation"
~subject:"Autokorrelation"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Overlapping generations"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Theorie"
~subject:"Wealth"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Agudze, Komla M.
Bandi, Federico M.
Blasques, Francisco
Chen, Rong
Edenhofer, Ottmar
Fabozzi, Frank J.
Heckman, James J.
Herwartz, Helmut
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
13
The journal of portfolio management : JPM
8
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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International journal of forecasting
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4
The journal of fixed income : JFI
4
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3
Economics letters
3
FinanzArchiv : public finance analysis
3
Climate policy
2
Econometric reviews
2
International review of financial analysis
2
International tax and public finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
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Journal of forecasting
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
2
Structural change and economic dynamics : SC+ED
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1
Applied economics letters
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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Energy economics
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European economic review : EER
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European journal of operational research : EJOR
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Finance research letters
1
International journal of theoretical and applied finance
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Journal of financial economics
1
Journal of macroeconomics
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Macroeconomic dynamics
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Metroeconomica : international review of economics
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ECONIS (ZBW)
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1
Local/import - and foreign currency prices : inflation, uncertainty and pass through endogeneity
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897540
Saved in:
2
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
3
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
4
Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut
;
Roestel, Jan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
Saved in:
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