Narrow search
Showing 1 - 10 of 179
Cover Image
The history of continuous-time econometric models
Bergstrom, Albert R. - In: Econometric theory 4 (1988) 3, pp. 365-383
Persistent link: https://www.econbiz.de/10001074426
Cover Image
Twenty years of time series econometrics in ten pictures
Stock, James H.; Watson, Mark W. - In: The journal of economic perspectives : EP ; a journal … 31 (2017) 2, pp. 59-86
Persistent link: https://www.econbiz.de/10011741507
Cover Image
Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
Cover Image
High frequency financial econometrics : recent developments ; with 64 tables
Bauwens, Luc (ed.); Pohlmeier, Winfried (contributor);  … - 2008 - 1. ed.
Persistent link: https://www.econbiz.de/10003498251
Cover Image
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 51 - 76). 2003
Persistent link: https://www.econbiz.de/10014554664
Cover Image
Volatility in discrete and continuous time models : a survey with new evidence on large and small jumps
Duong, Diep; Swanson, Norman R. - 2011
The topic of volatility measurement and estimation is central to financial and more generally time series econometrics …
Persistent link: https://www.econbiz.de/10009130524
Cover Image
Validierung von Konzepten zur Messung des Marktrisikos : insbesondere des Value at Risk und des Expected Shortfall
Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - 2012
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10009575075
Cover Image
International journal of development planning literature
Rohtak : Spellbound Publ. - 1.1986 - 17.2002; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10000487446
Cover Image
A survey of econometric studies of tobacco advertising
Alchin, Terry M. - 1991
Persistent link: https://www.econbiz.de/10000910416
Cover Image
Neuere Entwicklung auf dem Gebiet ökonometrischer Strukturmodelle : strukturelle Vektorautoregression
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000996325