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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Nuffield College"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Deutschland
44
Germany
42
Theorie
10
Theory
10
Volatility
10
Arbeitsmarkt
7
Estimation
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
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7
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5
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4
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Gottfried Wilhelm Leibniz Universität Hannover
3
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3
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3
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3
Vorlesungsverzeichnis
3
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2
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14
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English
14
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Shephard, Neil G.
4
Sibbertsen, Philipp
4
Barndorff-Nielsen, Ole E.
3
Prokopczuk, Marcel
3
Dierkes, Maik
2
Becker, Janis
1
Boswijk, Herman Peter
1
Chib, Siddhartha
1
Doornik, Jurgen A.
1
Dräger, Lena
1
Graversen, Svend Erik
1
Grote, Claudia
1
Hassler, Uwe
1
Hendry, David F.
1
Hübler, Olaf
1
Leschinski, Christian Hendrik
1
Nakajima, Jouchi
1
Nguyen, Duc Binh Benno
1
Omori, Yasuhiro
1
Rohde, Johannes
1
Vicedom, Sebastian
1
Voges, Michelle
1
Würsig, Christoph Matthias
1
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Gottfried Wilhelm Leibniz Universität Hannover
Nuffield College
National Bureau of Economic Research
514
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
World Bank
18
National Centre of Competence in Research North South <Bern>
17
Svenska Handelshögskolan <Helsinki>
17
Ekonomiska forskningsinstitutet <Stockholm>
14
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
13
University of Canterbury / Dept. of Economics and Finance
13
Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
11
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
9
Københavns Universitet / Økonomisk Institut
9
Econometrisch Instituut <Rotterdam>
8
Rodney L. White Center for Financial Research
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Centre for International Macroeconomics
7
Instituto Valenciano de Investigaciones Económicas
7
School of Finance and Business Economics <Perth, Western Australia>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
European University Institute / Department of Law
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institute of Finance and Accounting <London>
6
Massachusetts Institute of Technology / Department of Economics
6
The Wharton Financial Institutions Center
6
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Economics discussion papers
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ECONIS (ZBW)
14
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1
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
2
Essays on fractional
cointegration
and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
Saved in:
3
Robustifying forecasts from equilibrium-correction models
Hendry, David F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124450
Saved in:
4
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
5
Essays on testing for nonlinearity in time series : issues in nonlinear
cointegration
, structural breaks and changes in persistence
Grote, Claudia
-
2020
Persistent link: https://www.econbiz.de/10012244029
Saved in:
6
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
7
Essays on model risk : the role of
volatility
for the accuracy of financial risk models
Rohde, Johannes
-
2015
Credit risk, market risk, backtesting,
volatility
break. - Kreditrisiko, Marktrisiko, Backtesting, Volatilitätsbruch …
Persistent link: https://www.econbiz.de/10011453199
Saved in:
8
Stochastic
volatility
with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
9
Power variation & stochastic
volatility
: a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
10
Power and bipower variation with stochastic
volatility
and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
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