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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops

Bol, Georg (ed.); Hann, Tae Horn (contributor) - 2000

Persistent link: https://www.econbiz.de/10001455393

Measuring risk in complex stochastic systems

Franke, Jürgen (ed.) - 2000

Persistent link: https://www.econbiz.de/10001464339

Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe

Blatt, Dominik; Candelon, Bertrand; Manner, Hans - In: Journal of banking & finance 59 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011544252

Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis

Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011457828

Forecasting crime data : an econometric analysis

Fox, James Alan - 1978

Persistent link: https://www.econbiz.de/10000001796

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544