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~isPartOf:"CREATES research paper"
~subject:"Martingale"
~subject:"Wirtschaftswachstum"
~subject:"Zeitreihenanalyse"
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Martingale
Wirtschaftswachstum
Zeitreihenanalyse
Decomposition method
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Dekompositionsverfahren
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Theorie
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Theory
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Time series analysis
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ARCH model
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Betafaktor
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Cholesky decomposition
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Markov chain
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CREATES research paper
Economic modelling
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International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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1
A martingale
decomposition
of discrete Markov chains
Hansen, Peter Reinhard
-
2015
Persistent link: https://www.econbiz.de/10010514601
Saved in:
2
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral
decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
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