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Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
Ahrens, Ralf - 2000
Aufgrund der einzel- und gesamtwirtschaftlichen Relevanz von Zinsänderungen ist das Interesse an Zinsprognosen traditionell sehr groß. Dennoch finden sich in der wissenschaftlichen Literatur nur relativ wenige Studien, welche die Prognosegüte ökonometrischer Verfahren "out of sample"...
Persistent link: https://www.econbiz.de/10011402042
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Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
Ahrens, Ralf - 2000
Persistent link: https://www.econbiz.de/10001480762
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The integration of mortgage markets and capital markets
Goebel, Paul R. - In: Journal of the American Real Estate & Urban Economics … 21 (1993) 4, pp. 511-538
Persistent link: https://www.econbiz.de/10001160666
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Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert - 1995
Persistent link: https://www.econbiz.de/10000919875
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Securitization and financial markets : the implications for interest rate pass-through
Robertson, Mari L. - In: Journal of financial economic policy 8 (2016) 4, pp. 472-498
Persistent link: https://www.econbiz.de/10011697839
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Selected techniques of detecting structural breaks in financial volatility
Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 32-43
breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm … breaks in volatility, while Cheng's technique works well only when a single break occurs. …
Persistent link: https://www.econbiz.de/10011393264
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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2019
Persistent link: https://www.econbiz.de/10012064799
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - 2019
Persistent link: https://www.econbiz.de/10012183847