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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Springer Fachmedien Wiesbaden"
~source:"econis"
~subject:"United States"
~subject:"Zustandsraummodell"
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Zustandsraummodell
Time series analysis
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Centre for Analytical Finance <Århus>
Springer Fachmedien Wiesbaden
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Federal Reserve Bank of St. Louis
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Komplexität, Entrepreneurship und Ökonomische Bildung
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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
); …
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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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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3
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
-
2016
Persistent link: https://www.econbiz.de/10011432076
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Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen
Wagner, Waldemar
-
2019
Persistent link: https://www.econbiz.de/10011949473
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