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subject:"Kapitaleinkommen"
type_genre:"Arbeitspapier"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Estimation
4
Schätzung
4
Volatility
2
Volatilität
2
1980-1997
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1996-2009
1
Börsenkurs
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Capital income
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EU countries
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EU-Staaten
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East Asia
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Entropie
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Entropy
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Forecasting model
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Monetary union
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Optimaler Währungsraum
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Optimum currency area
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Option pricing theory
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Optionspreistheorie
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Ostasien
1
Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Risikomaß
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Risk measure
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Schock
1
Share price
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Shock
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Simulation
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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VAR model
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VAR-Modell
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Welt
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World
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Arbeitspapier
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English
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McAleer, Michael
Allen, David E.
4
Soucik, Victor
2
Djajadikerta, Hadrian
1
Imbarine Bujang
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Nartea, Gilbert V.
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Scharth, Marcel
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School of Accounting, Finance and Economics & FEMARC working paper series
Working paper
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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
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ECONIS (ZBW)
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Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
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