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~accessRights:"free"
~institution:"Nuffield College"
~language:"eng"
~subject:"Economic model"
~subject:"VAR-Modell"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Economic model
VAR-Modell
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Inflation
4
Stochastic process
4
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4
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4
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3
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Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Krolzig, Hans-Martin
3
Hendry, David F.
2
Bowdler, Christopher
1
Brüggemann, Ralf
1
Chib, Siddhartha
1
Graversen, Svend Erik
1
Lütkepohl, Helmut
1
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1
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19
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10
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Massachusetts Institute of Technology / Department of Economics
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A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
2
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
3
Comparison of model reduction methods for VAR processes
Brüggemann, Ralf
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752419
Saved in:
4
Inflation adjustment in the open economy : an I(2) analysis of UK prices
Nielsen, Heino Bohn
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747178
Saved in:
5
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
6
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
7
The properties of automatic gets modelling
Hendry, David F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752439
Saved in:
8
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834963
Saved in:
9
Sub-sample model selection procedures in gets modelling
Hendry, David F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752454
Saved in:
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