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~institution:"Birkbeck College / Department of Economics"
~subject:"Adjustment costs"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Adjustment costs
Volatilität
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Karanassou, Marika
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Orszag, Jonathan Michael
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Snower, Dennis J.
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Birkbeck College / Department of Economics
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267
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54
Ekonomiska forskningsinstitutet <Stockholm>
46
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39
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12
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11
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ECONIS (ZBW)
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On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
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2
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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3
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:
4
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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5
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
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6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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7
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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8
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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9
Unemployment persistence and responsiveness : the chain reaction theory
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376879
Saved in:
10
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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