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Subject
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ARCH model 1 ARCH-Modell 1 Actors 1 Aktienindex 1 Aktienmarkt 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Bulgaria 1 Cluster Organization 1 Cluster Policy 1 Estimation 1 Forecasting model 1 Großbritannien 1 Heteroscedasticity 1 Heteroskedastizität 1 Innovation Networks 1 Knowledge Exchange 1 Nichtlineare Regression 1 Nonlinear regression 1 Prognoseverfahren 1 Schätzung 1 Stock index 1 Stock market 1 Theorie 1 Theory 1 Time series analysis 1 United Kingdom 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 bootstrapping 1 business cycles 1 conditional heteroscedasticity 1 equity markets 1 impulse-response functions 1 nonlinearity 1 volatility predictions 1
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Free 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
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Lageman, Bernhard 1 Rothgang, Michael 1 Solibakke, Per Bjarte 1 Vasilev, Aleksandar 1
Published in...
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International Journal of Computational Economics and Econometrics 2 International journal of computational economics and econometrics : IJCEE 1
Source
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EconStor 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221
Persistent link: https://www.econbiz.de/10012939622
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Structural Characteristics of Knowledge Exchange in Innovation Networks
Rothgang, Michael; Lageman, Bernhard - In: International Journal of Computational Economics and … 8 (2018) 3-4, pp. 280-300
While there is a large pool of assured knowledge on various general dimensions of struc-tures and dynamics of innovation networks, there are basic structural features that should attain more attention in future network research. Our contribution concentrates on three key structural...
Persistent link: https://www.econbiz.de/10013173977
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Business cycles in Bulgaria and the Baltic countries: an RBC approach
Vasilev, Aleksandar - In: International Journal of Computational Economics and … 1 (2009) 2, pp. 148-170
This paper explores the business cycle in Bulgaria and the Baltic countries: Estonia, Latvia and Lithuania during the 1993-2005 period. The paper aims at deepening the understanding of the nature of output fluctuations. The neoclassical approach will be employed, much in the spirit of the real...
Persistent link: https://www.econbiz.de/10011484209
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