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~language:"eng"
~language:"hun"
~person:"Bollerslev, Tim"
~person:"Kilian, Lutz"
~person:"Sornette, Didier"
~subject:"Share price"
~subject:"Time series analysis"
~subject:"World"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Bollerslev, Tim
Kilian, Lutz
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68
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63
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58
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56
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ECONIS (ZBW)
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1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
2
Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz
-
1998
Persistent link: https://www.econbiz.de/10000982775
Saved in:
3
Pitfalls in constructing bootstrap confidence intervals for asymptotically pivotal statistics
Kilian, Lutz
-
1998
-
Preliminary, version March 3, 1998
Persistent link: https://www.econbiz.de/10000993763
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
5
Unit roots, trend breaks and transitory dynamics : a macroeconomic perspective
Kilian, Lutz
;
Ohanian, Lee E.
-
1999
Persistent link: https://www.econbiz.de/10001410053
Saved in:
6
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy
;
Birgean, Ionel
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410057
Saved in:
7
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410062
Saved in:
8
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy
;
Birgean, Ionel
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001366231
Saved in:
9
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
10
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
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