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subject:"Capital income"
subject:"Share price"
~person:"Sola, Martin"
~type:"book"
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Capital income
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Estimation theory
11
Schätztheorie
11
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Börsenkurs
4
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4
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3
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Sola, Martin
Linton, Oliver
14
Diebold, Francis X.
11
Kapetanios, George
11
Pesaran, M. Hashem
10
Bailey, Natalia
7
Brandt, Michael W.
6
Gao, Jiti
6
Hautsch, Nikolaus
6
Malec, Peter
6
Stambaugh, Robert F.
6
Wright, Jonathan H.
6
Hahn, Jinyong
5
Koopman, Siem Jan
5
Timmermann, Allan
5
Allen, David E.
4
Bibinger, Markus
4
Boudt, Kris
4
Cheng, Tingting
4
Connor, Gregory
4
Daníelsson, Jón
4
Escanciano, Juan Carlos
4
Gonzalo, Jesús
4
Pitarakis, Jean-Yves
4
Pástor, Ľuboš
4
Runde, Ralf
4
Teräsvirta, Timo
4
White, Halbert
4
Ait-Sahalia, Yacine
3
Ardia, David
3
Callot, Laurent
3
Campbell, John Y.
3
Chen, Hui
3
Foster, Dean P.
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Gorgi, Paolo
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Guirguis, Michel
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ECONIS (ZBW)
6
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Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
2
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
4
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
5
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
6
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000914034
Saved in:
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