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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~source:"econis"
~subject:"United States"
~subject:"Zustandsraummodell"
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Zustandsraummodell
Time series analysis
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Altissimo, Filippo
1
Brunetti, Celso
1
Corradi, Valentina
1
Hansen, Peter Reinhard
1
Harris, Richard D. F.
1
Lunde, Asger
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Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
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
4
University of Strathclyde / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
3
Organisation for Economic Co-operation and Development
3
University of Chicago / Center for Research in Security Prices
3
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
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2
School of Economics and Finance <Brisbane>
2
School of Finance and Business Economics <Perth, Western Australia>
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Springer Fachmedien Wiesbaden
2
Trinity College
2
United States International Trade Commission / Office of Industries
2
University of Cambridge / Department of Applied Economics
2
University of Toronto / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Boston College / Department of Economics
1
Bureau of the Census,
1
Business Information Centre <Toronto>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Cobden Club
1
Commission on Money and Credit
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
1
Council of State Governments
1
Deutschland <Bundesrepublik> / Statistisches Bundesamt
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Economic and Social Research Council / Environment and Planning Committee
1
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1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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1
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Discussion papers in economics
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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
Saved in:
2
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
Saved in:
3
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
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
Saved in:
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