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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"ARCH-Modell"
~type_genre:"Working Paper"
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Zeitreihenanalyse
ARCH-Modell
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
USA
27
United States
27
Time series analysis
21
Börsenkurs
17
Cointegration
17
Kointegration
17
Share price
17
Volatility
17
Volatilität
17
Estimation theory
11
Exchange rate
11
Großbritannien
11
Schätztheorie
11
Stochastic process
11
Stochastischer Prozess
11
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11
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Einheitswurzeltest
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Statistical test
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Arbeitslosigkeit
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ARCH model
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Interest rate
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Zins
7
1975-1998
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Geldnachfrage
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Working Paper
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English
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Gil-Alaña, Luis A.
7
Härdle, Wolfgang
5
Herwartz, Helmut
4
Breitung, Jörg
3
Saikkonen, Pentti
3
Caporale, Guglielmo Maria
2
Hafner, Christian M.
2
Lanne, Markku
2
Yang, Lijian
2
Candelon, Bertrand
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias
1
Fengler, Matthias R.
1
Grammig, Joachim
1
Gómez, Víctor
1
Hall, Peter
1
Hoffmann, M.
1
Kleinow, Torsten
1
Lepskii, Oleg V.
1
Lütkepohl, Helmut
1
Maurer, Kai-Oliver
1
Mercurio, Danilo
1
Park, Byeong U.
1
Reimers, Hans-Eggert
1
Spokojnyj, Vladimir G.
1
Teyssière, Gilles
1
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1
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Gabler Edition Wissenschaft
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
77
CESifo working papers
74
Working paper
63
Economics and finance working paper series
31
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
29
CREATES research paper
27
SFB 649 discussion paper
27
Econometric Institute research papers
24
Discussion paper / Centre for Economic Policy Research
20
Discussion papers of interdisciplinary research project 373
20
Discussion paper
18
Discussion paper series / IZA
18
Working papers
16
Research paper series / Swiss Finance Institute
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Working paper / National Bureau of Economic Research, Inc.
14
Working paper series
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Discussion papers / CEPR
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CFS working paper series
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Finance and economics discussion series
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IHS economics series : working paper
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KOF working papers
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Reihe Ökonomie
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Working paper series / European Central Bank
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Department of Economics working paper series
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Federal Reserve Bank of Cleveland working paper series
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Kiel working paper
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Working papers / University of Connecticut, Department of Economics
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Working papers series in theoretical and applied economics
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
10
Discussion papers in economics
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IMF working papers
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Swiss Finance Institute Research Paper
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Working paper series in economics and finance
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CAMA working paper series
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Discussion paper / Centre for Economic Forecasting
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ECONIS (ZBW)
26
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
5
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
6
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
7
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
8
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
9
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
10
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
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