Topics in applied time series analysis and panel econometrics
Year of publication: |
2013
|
---|---|
Authors: | Gorenflo, Marcel |
Subject: | Zeitreihenanalyse | Time series analysis | Panel | Panel study | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Emissionshandel | Emissions trading | Futures | EU-Staaten | EU countries | Kreditderivat | Credit derivative | Börsenkurs | Share price | Risikoprämie | Risk premium | Europa | Europe |
Description of contents: | Table of Contents [gbv.de] |
-
Nutzung von Informationsineffizienzen für Zeitreihenprognosen zum Credit-Default-Swap-Markt
Bußmann, Philip, (2016)
-
Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord, (2002)
-
Financial econometrics : methods and models
Wang, Peijie, (2003)
- More ...
-
Futures price dynamics of CO<Subscript>2</Subscript> emission allowances
Gorenflo, Marcel, (2013)
-
Futures price dynamics of CO2 emission allowances
Gorenflo, Marcel, (2013)
- More ...