//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Birkbeck College / Department of Economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
High-dimensional model-assiste...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
10
Schätztheorie
10
Theorie
8
Theory
8
Estimation
4
Großbritannien
4
Schätzung
4
Time series analysis
4
United Kingdom
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Börsenkurs
3
Share price
3
Simulation
2
1973-1998
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
CAPM
1
Capital income
1
Causality analysis
1
Einheitswurzeltest
1
Forecasting model
1
Hodrick Prescott
1
Italien
1
Italy
1
Kapitaleinkommen
1
Kaufkraftparität
1
Kausalanalyse
1
OECD countries
1
OECD-Staaten
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Private consumption
1
Privater Konsum
1
Prognoseverfahren
1
Purchasing power parity
1
more ...
less ...
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
11
Author
All
Psaradakis, Zacharias G.
3
Sola, Martin
3
Karanasos, Menelaos
2
Orszag, Jonathan Michael
2
Timmermann, Allan
2
Bianchi, Marco
1
Coakley, Jerry
1
Dacco, Roberto
1
Fuertes, Ana María
1
Satchell, Stephen
1
Steeley, James M.
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
National Bureau of Economic Research
738
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
160
International Monetary Fund (IMF)
124
Institute for the Study of Labor (IZA)
113
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
77
Ekonomiska forskningsinstitutet <Stockholm>
46
Centre for Microdata Methods and Practice <London>
32
European University Institute / Department of Economics
30
Center for Economic Research <Tilburg>
28
Forschungsinstitut zur Zukunft der Arbeit
28
C.E.P.R. Discussion Papers
26
Umeå universitet
26
OECD
23
University of New England / Department of Econometrics
23
HAL
20
Centre for Analytical Finance <Århus>
17
Econometrisch Instituut <Rotterdam>
17
London School of Economics and Political Science
17
Centre for Quantitative Economics & Computing
16
Deutsche Forschungsgemeinschaft
16
University of Exeter / Department of Economics
16
CESifo
15
Agricultural and Applied Economics Association - AAEA
14
Institut für Weltwirtschaft
14
Tinbergen Instituut
14
EconWPA
13
Department of Economics and Related Studies, University of York
12
Department of Economics, Boston College
12
Industrial Relations Section, Department of Economics
12
Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Tinbergen Institute
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
11
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Massachusetts Institute of Technology / Department of Economics
11
Organisation for Economic Co-operation and Development
11
University of Chicago / Graduate School of Business
11
more ...
less ...
Published in...
All
Discussion papers in economics
7
Discussion paper in financial economics : FE
4
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric cointegration analysis of real exchange rates
Coakley, Jerry
;
Fuertes, Ana María
-
1998
Persistent link: https://www.econbiz.de/10000994213
Saved in:
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
Saved in:
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
Saved in:
5
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
6
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
9
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->