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The Global Multi-country model (GM) : an estimated DSGE model for the Euro Area countries
Albonico, Alice; Calès, Ludovic; Cardani, Roberta; … - 2017
This paper presents the European Commission's Global Multi-country model (the GM model). The GM model is an estimated multi-country DSGE model that can be used for spillover analysis, forecasting and medium term projections. Its development is jointly performed by the Joint Research Centre and...
Persistent link: https://www.econbiz.de/10012054701
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LU-EAGLE: a DSGE model for Luxembourg within the Euro area and global economy
Moura, Alban; Lambrias, Kyriacos - 2018
Persistent link: https://www.econbiz.de/10011920198
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The St. Louis Fed DSGE model
Faria e Castro, Miguel - 2024
Persistent link: https://www.econbiz.de/10014557834
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ARCH/GARCH models in applied financial econometrics
Engle, Robert F.; Focardi, Sergio; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765831
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Multifractal models : estimation, forecasting and option pricing
Leövey, Andrés Esteban - 2015
Persistent link: https://www.econbiz.de/10010526710
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Relative Stärke als Entscheidungskriterium auf Futures-Märkten
Borchers, Björn - 2015 - 1. Auflage
Persistent link: https://www.econbiz.de/10011440446
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Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.; Prokhorov, Artem - 2017
Persistent link: https://www.econbiz.de/10011444599
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina - 2015
Persistent link: https://www.econbiz.de/10011532683
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Volatilitätsschätzung und -prognose mit ARCH- und GARCH-Modellen : eine empirische Analyse des deutschen Aktienmarktes
Islami, Mevlud; Kelmendi, Granit - 2012
Persistent link: https://www.econbiz.de/10011547124
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Handbook of financial econometrics and statistics ; Vol. 4
Lee, Cheng F. (contributor) - 2015
Persistent link: https://www.econbiz.de/10010416636