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~institution:"Instituto Valenciano de Investigaciones Económicas"
~subject:"Schock"
~subject:"Volatility"
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Schock
Volatility
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León Valle, Ángel Manuel
2
Benito, Francisca
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Instituto Valenciano de Investigaciones Económicas
National Bureau of Economic Research
354
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Internationaler Währungsfonds / Research Department
12
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Danmarks Nationalbank
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Working papers / Instituto Valenciano de Investigaciones Económicas
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ECONIS (ZBW)
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Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
2
Indivisible labor, lotteries and idiosyncratic productivity shocks
Maliar, Lilia
(
contributor
);
Maliar, Serguei
(
contributor
)
-
2003
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198539
Saved in:
3
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
4
Shocks agregados versus shocks sectoriales : un análisis factorial
Goerlich, Francisco J.
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10001351740
Saved in:
5
Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta
Bonilla Musoles, María
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001659639
Saved in:
6
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
7
Measuring contagion with a bayesian time-varying coefficient model
Ciccarelli, Matteo
(
contributor
); …
-
2003
-
[Elektronische Ressource],
Persistent link: https://www.econbiz.de/10001919416
Saved in:
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