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~institution:"Birkbeck College / Department of Economics"
~institution:"Johns Hopkins University / Department of Economics"
~subject:"Adjustment costs"
~subject:"Volatilität"
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Adjustment costs
Volatilität
Theorie
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13
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13
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Karanassou, Marika
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Dacco, Roberto
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Ebens, Heiko
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Birkbeck College / Department of Economics
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207
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13
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Danmarks Nationalbank
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ECONIS (ZBW)
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
Unemployment persistence and responsiveness : the chain reaction theory
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376879
Saved in:
4
Adjustment dynamics and the natural rate : an account of UK unemployment
Henry, S. G. B.
;
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376882
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5
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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6
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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8
Investment spending, equilibrium indeterminacy, and the interactions of monetary and fiscal policy
Lubik, Thomas A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001735678
Saved in:
9
Inventories, employment and hours
Galeotti, Marzio
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660350
Saved in:
10
Realized stock volatility
Ebens, Heiko
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
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