Modeling multivariate time series with fractional integration in macroeconomics and finance

vorgelegt von Roland Weigand

Alternative title:	Die Modellierung multivariater Zeitreihen mit fraktionaler Integration in Makroökonomie und Finanzmarktanalyse
Year of publication:	2018
Authors:	Weigand, Roland
Other Persons:	Tschernig, Rolf (degree supervisor) ; Weber, Enzo (degree supervisor)
Publisher:	Regensburg : Universitätsbibliothek Regensburg
Subject:	Structural vector autoregression \| long-run restriction \| finite-horizon identification \| fractional integration \| impulse response function \| long memory \| misspecification \| fractional cointegration \| state space \| unobserved components \| factor model \| realized covariance matrix \| dynamic correlation \| semiparametric estimation \| density forecasting \| Zeitreihenanalyse \| Time series analysis \| VAR-Modell \| VAR model \| Kointegration \| Cointegration \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Schätzung \| Estimation \| Makroökonomik \| Macroeconomics \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Prognoseverfahren \| Forecasting model

freely available

Full text |

More access options

d-nb.info

epub.uni-regensburg.de

Check Google Scholar

In German libraries (KVK)

Extent:	1 Online-Ressource (circa 123 Seiten) Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author ; Sammelwerk ; Collection of articles of several authors
Language:	English
Thesis:	Dissertation, Universität Regensburg, 2014
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012197752

A service of the