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~language:"eng"
~person:"Weber, Enzo"
~subject:"ARCH-Modell"
~subject:"Estimation"
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ARCH-Modell
Estimation
United States
22
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20
USA
20
Cointegration
14
VAR model
11
VAR-Modell
11
Correlation
10
Korrelation
10
EU countries
9
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9
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8
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8
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8
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8
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8
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8
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Weber, Enzo
McAleer, Michael
59
Caporale, Guglielmo Maria
56
Wagner, Joachim
43
Gupta, Rangan
42
Gil-Alaña, Luis A.
36
Chang, Chia-Lin
26
Döpke, Jörg
26
Pierdzioch, Christian
25
Hayo, Bernd
22
Salvanes, Kjell G.
22
Fritsch, Michael
21
Miller, Stephen M.
18
Galí, Jordi
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Minford, Patrick
16
Stulz, René M.
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Härdle, Wolfgang
15
Theodoridis, Konstantinos
15
Bandick, Roger
14
Belke, Ansgar
14
Buch, Claudia M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Benati, Luca
13
Stadtmann, Georg
13
Afonso, António
12
Apergēs, Nikolaos
12
Caporin, Massimiliano
12
Gottschalk, Jan
12
Mumtaz, Haroon
12
Peydró, José-Luis
12
Santarelli, Enrico
12
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
13
SFB 649 discussion paper
5
Discussion paper series / University of Heidelberg, Department of Economics
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
1
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ECONIS (ZBW)
25
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1
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25
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1
Identifying shocks to
business
cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
2
Identifying the shocks behind
business
cycle asynchrony in Euroland
Trenkler, Carsten
;
Weber, Enzo
-
2012
This paper investigates which shocks drive asynchrony of
business
cycles in the euro area. Thereby, it unites two …
Persistent link: https://www.econbiz.de/10011489953
Saved in:
3
Measuring persistence in volatility spillovers
Conrad, Christian
;
Weber, Enzo
-
2013
Persistent link: https://www.econbiz.de/10009771293
Saved in:
4
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
-
2010
Persistent link: https://www.econbiz.de/10008697066
Saved in:
5
A simultaneous unobserved components analysis of US output and the great moderation
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908054
Saved in:
6
Bigger fish in small pond : the interaction between foreigners' trading and emerging stock market returns under the microscope
Ülkü, Numan
;
Weber, Enzo
-
2011
Persistent link: https://www.econbiz.de/10008811114
Saved in:
7
Financial contagion, vulnerability and information : empirical identification
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908053
Saved in:
8
Structural conditional correlation
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908252
Saved in:
9
The US term structure and central bank policy
Weber, Enzo
;
Wolters, Jürgen
-
2009
Persistent link: https://www.econbiz.de/10003908279
Saved in:
10
Codependence and cointegration
Trenkler, Carsten
;
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908288
Saved in:
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