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~subject:"VAR model"
~subject:"Volatility"
~type_genre:"Collection of articles written by one author"
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent
-
2012
Persistent link: https://www.econbiz.de/10010204938
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2
Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil
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2014
Persistent link: https://www.econbiz.de/10010412522
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3
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
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1997
Persistent link: https://www.econbiz.de/10000958387
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4
A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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5
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
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2006
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2. ed.
Persistent link: https://www.econbiz.de/10002116360
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6
On the estimation of fractionally integrated processes
Nielsen, Frank S.
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2009
Persistent link: https://www.econbiz.de/10003839270
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7
On interest rate dynamics and change in persistence
Scheithauer, Jan
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2008
Persistent link: https://www.econbiz.de/10003796790
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8
Essays on the volatility of macroeconomic and financial time series
Yu, Wei-choun
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2006
Persistent link: https://www.econbiz.de/10003973905
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9
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
10
Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2008
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2. ed.
Persistent link: https://www.econbiz.de/10003679356
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