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subject:"Volatilität"
~isPartOf:"An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances"
~person:"Herwartz, Helmut"
~subject:"USA"
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Volatilität
USA
Estimation
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Schätzung
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United States
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1792-2012
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1871-2013
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Capital market returns
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Financial analysis
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Finanzanalyse
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Finanzpolitik
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Fiscal policy
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Forecasting model
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Großbritannien
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Kapitalmarktrendite
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Kurs-Gewinn-Verhältnis
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Mean Reversion
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Price-earnings ratio
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Herwartz, Helmut
Rengel, Malte
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Fang, Xu
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Henzel, Steffen
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
4
Applied quantitative finance
2
Applied quantitative finance : theory and computational tools
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CEGE - Discussion Papers, Number 358 - December 2018
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Cege discussion paper
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Jahrbücher für Nationalökonomie und Statistik
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Journal of applied econometrics
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Journal of applied economics
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Journal of empirical finance
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Macroeconomic dynamics
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Review of world economics
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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ECONIS (ZBW)
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Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
An analysis of long-term influences on financial …
,
(pp. 89-116)
.
2014
Persistent link: https://www.econbiz.de/10010480405
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A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
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