Narrow search
Showing 1 - 10 of 83
Cover Image
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817
Cover Image
Zeitreihenanalyse
Schlittgen, Rainer; Streitberg, Bernd H. J. - 1999 - 8., überarb. Aufl.
Persistent link: https://www.econbiz.de/10000677443
Cover Image
Legal origin, shareholder protection and the stock market : new challenges from time series analysis
Fagernäs, Sonja; Sarkar, Prabirjit; Singh, Ajit - In: The economics of corporate governance and mergers, (pp. 20-53). 2008
Persistent link: https://www.econbiz.de/10003757858
Cover Image
Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS ; [Bachelor geeignet!]
Eckstein, Peter P. - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003646673
Cover Image
Evidence on time-varying factor models for equity portfolio construction
Ebner, Markus; Neumann, Thorsten - In: Risk assessment : decisions in banking and finance, (pp. 11-14). 2008
Persistent link: https://www.econbiz.de/10003781592
Cover Image
Nonparametric modeling in financial time series
Franke, Jürgen; Kreiß, Jens-Peter; Mammen, Enno - In: Handbook of financial time series, (pp. 927-952). 2009
Persistent link: https://www.econbiz.de/10003834268
Cover Image
Stability of multivariate representation of business cycles over time
Weihs, Claus; Garczarek, Ursula - In: Classification and clustering in business cycle analysis, (pp. 55-67). 2007
Persistent link: https://www.econbiz.de/10003410692
Cover Image
Wachstumsfluktuationen, Zykluskonzepte und konjunkturelle Wendepunkte
Amstad, Marlene; Schips, Bernd - In: Classification and clustering in business cycle analysis, (pp. 69-81). 2007
Persistent link: https://www.econbiz.de/10003410711
Cover Image
An inductive logic programming approach to the classification of phases of business cycles
Morik, Katharina; Rüping, Stefan - In: Classification and clustering in business cycle analysis, (pp. 107-125). 2007
Persistent link: https://www.econbiz.de/10003410724
Cover Image
Univariate characterization of the German business cycle 1955 - 1994
Garczarek, Ursula; Weihs, Claus - In: Classification and clustering in business cycle analysis, (pp. 127-136). 2007
Persistent link: https://www.econbiz.de/10003410727