Čížek, Pavel; Härdle, Wolfgang - 2006
-Universität zu Berlin, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic … focus on in this chapter.
⁄This work was supported by the Deutsche Forschungsgemeinschaft through the SFB
649 \Economic Risk … macro economic time series (Balke and
Fomby, 1994; Atkinson, Koopman, and Shephard, 1997), in flnancial time
series (Sakata …