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~institution:"Centre for Analytical Finance <Århus>"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~source:"econis"
~subject:"United States"
~subject:"Zustandsraummodell"
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Zustandsraummodell
Time series analysis
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Brunetti, Celso
1
Hansen, Peter Reinhard
1
Lin, Chien-ting
1
Lunde, Asger
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Masih, Abdul Mansur M.
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Centre for Analytical Finance <Århus>
School of Finance and Business Economics <Perth, Western Australia>
National Bureau of Economic Research
19
Federal Reserve Bank of St. Louis
9
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Strathclyde / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
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Springer Fachmedien Wiesbaden
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Commission on Money and Credit
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
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School of Accounting, Finance and Economics & FEMARC working paper series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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2
Another look at the size and book-to-market effects on stock returns
Lin, Chien-ting
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001585764
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3
Propagative causal price transmission among international stock markets : evidence from pre- and post-globalization period
Masih, Abdul Mansur M.
(
contributor
); …
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456816
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4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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