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~isPartOf:"CREATES research paper"
~subject:"Modellierung"
~subject:"Südafrika"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Modellierung
Südafrika
Scientific modelling
32
Time series analysis
12
Zeitreihenanalyse
12
Volatility
10
Volatilität
10
Stochastic process
7
Stochastischer Prozess
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Theorie
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Theory
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Johansen, Søren
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
Hansen, Peter Reinhard
2
Nielsen, Morten Ørregaard
2
Proietti, Tommaso
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Würtz, Allan H.
2
Aiolfi, Marco
1
Amado, Cristina
1
Atkinson, Anthony C.
1
Bach, Christian
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Capistrán Carmona, Carlos
1
Christensen, Bent Jesper
1
Dziubinski, Matt
1
Fusari, Nicola
1
Gatarek, Lukasz
1
Gørgens, Tue
1
Huang, Zhuowei
1
Jensen, Peter Sandholt
1
Kock, Anders B.
1
Kristensen, Dennis
1
Lange, Theis
1
Li, Yushu
1
Lunde, Asger
1
Medeiros, Marcelo C.
1
Nason, James Michael
1
Nonejad, Nima
1
Podolskij, Mark
1
Rahbek, Anders
1
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1
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CREATES research paper
Working paper / World Institute for Development Economics Research
221
Working paper / National Bureau of Economic Research, Inc.
88
Working paper
70
Discussion paper / Centre for Economic Policy Research
68
Policy research working paper : WPS
65
Discussion paper series / IZA
63
IMF working papers
62
Discussion paper / Tinbergen Institute
53
South African Reserve Bank working paper series
51
Working paper series
48
DPRU working paper
44
Econometric Institute research papers
39
CEMMAP working papers / Centre for Microdata Methods and Practice
36
ERSA working paper
36
CESifo working papers
34
CSAE working paper / Centre for the Study of African Economies
29
Stellenbosch economic working papers : a working paper of the Department of Economics and the Bureau at the University of Stellenbosch
29
Cowles Foundation discussion paper
27
IMF working paper
26
Discussion paper / Center for Economic Research, Tilburg University
25
Working paper / Norges Bank
23
NBER working paper series
22
Research papers / United Nations University, World Institute for Development Economics Research
21
WIDER Research Paper
21
Working papers
21
Discussion papers / CEPR
20
Discussion papers / Department of Economics, University of Copenhagen
19
Working paper series / European Central Bank
19
CID faculty working paper
18
IZA Discussion Papers
18
Working paper series / United Nations University, UNU-MERIT
18
Discussion papers / Helsinki Center of Economic Research : discussion paper
17
SCIS working paper
17
Tinbergen Institute research series
17
Working papers / Penn Institute for Economic Research
17
CAMP working paper series
16
Finance and economics discussion series
16
GIGA working papers
16
IHS economics series : working paper
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1
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
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2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
3
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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4
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
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5
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
6
Forecast combinations
Aiolfi, Marco
;
Capistrán Carmona, Carlos
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003968390
Saved in:
7
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
8
Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
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