vector autoregressive (VAR), autoregressive moving average (ARMA) and vector error correction models (VECM), the econometric … Zeitreihenökonometrie und speziell auf Preisanalyse. Unter Verwendung von vector autoregressive (VAR), autoregressive moving average (ARMA …

covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their … volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive … autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical …