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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~subject:"Seasonal variations"
~subject:"Time series analysis"
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Search: subject_exact:"Trend-cycle estimation"
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Seasonal variations
Time series analysis
Zeitreihenanalyse
16
Volatility
7
Volatilität
7
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
USA
5
United States
5
Business cycle
3
Konjunktur
3
1960-2000
2
Economic growth
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
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US-Dollar
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Wirtschaftswachstum
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1959-1999
1
1960-1996
1
1999-2000
1
Autocorrelation
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Autokorrelation
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Bruttoinlandsprodukt
1
Currency option
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Devisenoption
1
Estimation theory
1
Exchange rate
1
Forecasting model
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G7 countries
1
G7-Staaten
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Graue Literatur
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Working Paper
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English
16
Author
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Sensier, Marianne
4
Dijk, Dick van
3
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Osborn, Denise R.
2
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Kim, Dong-heon
1
Lunde, Asger
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Centre for Growth and Business Cycle Research <Manchester>
National Bureau of Economic Research
197
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Discussion paper series
4
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ECONIS (ZBW)
16
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1
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
2
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
3
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
4
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
5
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
8
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
9
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
10
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
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