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subject:"United Kingdom"
~person:"Eliasson, Ann-Charlotte"
~person:"Mittnik, Stefan"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Eliasson, Ann-Charlotte
Mittnik, Stefan
Belke, Ansgar
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Smooth transitions in macroeconomic relationships
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Handbook of heavy tailed distributions in finance
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Estimating a banking-macro model using a multi-regime VAR
Mittnik, Stefan
;
Semmler, Willi
- In:
Advances in non-linear economic modeling : theory and …
,
(pp. 3-40)
.
2014
Persistent link: https://www.econbiz.de/10010251591
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2
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
3
Smooth transitions in a UK consumption function
Eliasson, Ann-Charlotte
- In:
Smooth transitions in macroeconomic relationships
,
(pp. 1-54)
.
1999
Persistent link: https://www.econbiz.de/10001425691
Saved in:
4
Nonlinear equilibrium correction and the UK demand for broad money, 1878 - 1997
Eliasson, Ann-Charlotte
- In:
Smooth transitions in macroeconomic relationships
,
(pp. 55-78)
.
1999
Persistent link: https://www.econbiz.de/10001425695
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