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~institution:"Econometrisch Instituut <Rotterdam>"
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Time series analysis
16
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Franses, Philip Hans
9
Hafner, Christian M.
7
Dijk, Herman K. van
6
Dijk, Dick van
5
Paap, Richard
4
Herwartz, Helmut
3
Hoogerheide, Lennart F.
2
Kaashoek, Johan F.
2
Rombouts, Jeroen V. K.
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1
Bijwaard, Govert
1
Bi̇rbi̇l, Ş. İlker
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Fang, Shu-Cherng
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Frenk, Johannes G.
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Giaquinto, Patrizia
1
Groenen, Patrick J. F.
1
Harvey, Andrew C.
1
Hyung, Namwon
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Kiers, Henk A. L.
1
Kleijn, Richard
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Koning, Alex J.
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Oest, Rutger van
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Rodrigues, Paulo M. M.
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Schafgans, Marcia
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Sensier, Marianne
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Siliverstovs, Boriss
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Stroeker, R. J.
1
Sándor, Zsolt
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Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
593
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
189
International Monetary Fund (IMF)
103
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91
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HAL
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Universitetet i Oslo / Økonomisk institutt
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Department of Econometrics and Business Statistics, Monash Business School
10
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Econometric Institute research papers
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ECONIS (ZBW)
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Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
2
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
3
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
4
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
Saved in:
5
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
6
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
7
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
8
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
9
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
10
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
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