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  • Search: subject:"band spectrum regression"
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Year of publication
Subject
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band spectrum regression 6 Regression analysis 4 Regressionsanalyse 4 State space model 4 Zustandsraummodell 4 Volatility 3 Volatilität 3 Band spectrum regression 2 Cointegration 2 Estimation theory 2 Foreign investors 2 Kointegration 2 Long-range dependence 2 Schätztheorie 2 Time series analysis 2 Zeitreihenanalyse 2 cointegration 2 corridor implied volatility 2 economic modeling 2 exchange rate 2 fractional cointegration 2 frequency domain 2 local investors 2 realized volatility 2 wavelet analysis 2 wavelet band spectrum regression 2 wavelet transform 2 ARCH model 1 ARCH-Modell 1 Anlageverhalten 1 Arbeitslosigkeit 1 Auslandsinvestition 1 Behavioural finance 1 Colombia 1 Corridor implied volatility 1 Exchange rate 1 Foreign investment 1 Fractional cointegration 1 Investment 1 Kolumbien 1
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Online availability
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Free 7 Undetermined 2
Type of publication
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Book / Working Paper 9 Article 2
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 8 Undetermined 3
Author
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Andersson, Fredrik N. G. 2 Barunik, Jozef 2 Barunikova, Michaela 2 Gamboa-Estrada, Fredy 2 Baruník, Jozef 1 Hegelund, Erik 1 Hlínková, Michaela 1 Kim, Changsik 1 Marinucci, D 1 Marinucci, D. 1 Taalbi, Josef 1
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Institution
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Econometric Society 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
Published in...
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Econometric Society 2004 Far Eastern Meetings 1 Economic modelling 1 FinMaP-Working Paper 1 Finmap working paper 1 Graduate Institute of International and Development Studies Working Paper 1 LSE Research Online Documents on Economics 1 STICERD - Econometrics Paper Series 1 Structural change and economic dynamics : SC+ED 1 Working Paper 1 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 1 Working paper / Graduate Institute of International and Development Studies 1
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Source
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ECONIS (ZBW) 4 RePEc 4 EconStor 3
Showing 11 - 11 of 11
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Bias Reduced Band Spectrum Least Squares in Fractional
Kim, Changsik - Econometric Society - 2004
Band spectrum regression procedure in a bivariate model of fractional nonstationary cointegration is proposed. Both …
Persistent link: https://www.econbiz.de/10005086428
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