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Aggregation, persistence and volatility in a macromodel
Abadir, Karim Maher; Talmain, Gabriel - 2001
Persistent link: https://www.econbiz.de/10001600200
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Aggregation, persistence and volatility in a macro model
Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779
Persistent link: https://www.econbiz.de/10001706120
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Aggregation and persistence in a macromodel
Abadir, Karim Maher; Talmain, Gabriel - 1999
Persistent link: https://www.econbiz.de/10001462894
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Aggregation and persistence in a macromodell
Abadir, Karim Maher; Talmain, Gabriel - 1998
Persistent link: https://www.econbiz.de/10001396967
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Multistep forecasting in the presence of location shifts
Chevillon, Guillaume - In: International journal of forecasting 32 (2016) 1, pp. 121-137
Persistent link: https://www.econbiz.de/10011596486
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Quantitative Analysen zum deutschen und internationalen Luftfrachtmarkt
Prinz, Alexander - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003750256
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Price discovery in fragmented markets
Jong, Frank de; Schotman, Peter C. - 2003
Persistent link: https://www.econbiz.de/10001778469
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Time series properties of an artificial stock market
Arthur, W. Brian; LeBaron, Blake Dean; Palmer, Richard - 1997
Persistent link: https://www.econbiz.de/10000978975
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Time series properties of an artificial stock market
LeBaron, Blake Dean; Arthur, W. Brian; Palmer, Richard - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1487-1516
Persistent link: https://www.econbiz.de/10001415378
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Sector Neutral Portfolios : Long Memory Motifs Persistence in Market Structure Dynamics
Turiel, Jeremy - 2019
We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated from time-varying Kendall correlation matrices computed from stock prices log-returns over rolling windows with...
Persistent link: https://www.econbiz.de/10012860326