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Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D. (ed.) - 2002
Persistent link: https://www.econbiz.de/10001681636
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Modelling stock market volatility : bridging the gap to continuous time
Rossi, Peter E. (ed.) - 1996
Persistent link: https://www.econbiz.de/10013475092
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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News shocks, monetary policy, and amplification effects in New Keynesian macroeconomics
Offick, Sven - 2015
Persistent link: https://www.econbiz.de/10011431930
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Handbook of financial time series
Andersen, Torben (ed.); Davis, Richard A. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003494231
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Modelling structural breaks, long memory and stock market volatility : an overview
Banerjee, Anindya (contributor); Urga, Giovanni (contributor) - 2005
Persistent link: https://www.econbiz.de/10003172637
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Policy evaluation in macroeconomics : unemployment, fiscal rules, and exchange rates
Gehrke, Britta - 2014
Persistent link: https://www.econbiz.de/10010442652
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Long memory in economics : with 50 tables
Teyssière, Gilles (contributor) - 2006
Persistent link: https://www.econbiz.de/10002123313
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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001629835