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~person:"Andersen, Torben"
~person:"Lütkepohl, Helmut"
~subject:"Kointegration"
~subject:"Volatilität"
~type_genre:"Book section"
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Kointegration
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7
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7
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5
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4
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Andersen, Torben
Lütkepohl, Helmut
Belke, Ansgar
8
Frankel, Jeffrey A.
7
Aizenman, Joshua
6
Wolters, Jürgen
6
Barnett, William A.
5
Chiarella, Carl
5
Ghysels, Eric
5
Haile, Mekbib Gebretsadik
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Kang, Boda
5
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4
Ben Ameur, Hachmi
4
Bollerslev, Tim
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Chuliá, Helena
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Ftiti, Zied
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Hassler, Uwe
4
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Hooi Hooi Lean
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Löf, Mårten
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Nietert, Bernhard
4
Patton, Andrew J.
4
Satchell, Stephen
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Songsak Sriboonchitta
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3
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3
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3
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3
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Handbook of economic forecasting ; Vol. 1
2
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Modern econometric analysis : surveys on recent developments ; with 11 tables
1
New directions in macromodelling
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
12
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1
Recent advances in
cointegration
analysis
Lütkepohl, Helmut
- In:
New directions in macromodelling
,
(pp. 107-146)
.
2004
Persistent link: https://www.econbiz.de/10002717331
Saved in:
2
Deutsche Mark-dollar
volatility
: intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
- In:
Foreign exchange markets
,
(pp. 133-179)
.
2005
Persistent link: https://www.econbiz.de/10003290893
Saved in:
3
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 165-201)
.
2000
Persistent link: https://www.econbiz.de/10001532227
Saved in:
4
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
5
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 73-86)
.
2006
Persistent link: https://www.econbiz.de/10003375827
Saved in:
6
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 51 - 76)
.
2003
Persistent link: https://www.econbiz.de/10014554664
Saved in:
7
Parametric and nonparametric
volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2010
Persistent link: https://www.econbiz.de/10003900630
Saved in:
8
Stochastic
volatility
: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
9
Realized
volatility
Andersen, Torben
;
Benzoni, Luca
- In:
Handbook of financial time series
,
(pp. 555-575)
.
2009
Persistent link: https://www.econbiz.de/10003834180
Saved in:
10
Identifying structural vector autoregressions via changes in
volatility
Lütkepohl, Helmut
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 169-203)
.
2013
Persistent link: https://www.econbiz.de/10010252334
Saved in:
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