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~type_genre:"Bibliografie enthalten"
~type_genre:"Case study"
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Search: subject_exact:"ARCH model"
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ECONIS (ZBW)
21
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1
The growth effects of stabilisation funds and fiscal rules in oil-rich African economies : empirical evidence and development policy implications from a Nigerian case study
Ibironke, Adesola
- In:
OPEC energy review
42
(
2018
)
1
,
pp. 22-41
Persistent link: https://www.econbiz.de/10011969468
Saved in:
2
Interdependence of international financial markets : the case of India and US
Dua, Pami
;
Tuteja, Divya
-
2013
Persistent link: https://www.econbiz.de/10009696895
Saved in:
3
Investigating seasonal patterns in developing countries : the case of FYROM stock market
Georgantopoulos, Andreas
;
Tsamis, Anastasios
- In:
International journal of economics and financial issues …
1
(
2011
)
4
,
pp. 211-219
Persistent link: https://www.econbiz.de/10009505781
Saved in:
4
Challenges in the application of extreme value theory in emerging markets : a case study of Pakistan
Uppal, Jamshed Y.
;
Mudakkar, Syeda Rabab
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 417-437)
.
2014
Persistent link: https://www.econbiz.de/10010430620
Saved in:
5
Contagion versus interdependence : the case of the BRIC countries during the subprime crises
Zouhair, Mrabet
;
Charfeddine, Lanouar
;
Ajmi, Ahdi Noomen
- In:
Emerging markets and the global economy
,
(pp. 555-582)
.
2014
Persistent link: https://www.econbiz.de/10010434622
Saved in:
6
Exchange rate movements in a dollarized economy : the case of Cambodia
Sok Heng Lay
;
Kakinaka, Makoto
;
Kotani, Koji
- In:
ASEAN economic bulletin
29
(
2012
)
1
,
pp. 65-78
Persistent link: https://www.econbiz.de/10009529631
Saved in:
7
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
8
A GARCH model approach to capital market volatility : the case of India
Mishra, P. K.
- In:
Indian journal of economics & business : IJEB
9
(
2010
)
3
,
pp. 631-641
Persistent link: https://www.econbiz.de/10009161224
Saved in:
9
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
10
Stock prices and aggregate economic conditions : the case of Ireland
Hsing, Yu
- In:
International economics & finance journal : (IEFJ)
5
(
2010
)
1/2
,
pp. 137-144
Persistent link: https://www.econbiz.de/10009299752
Saved in:
11
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
12
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
Saved in:
13
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
Saved in:
14
Econometric models applied to production theory
Paraskevopoulos, Ioannis
-
2000
Persistent link: https://www.econbiz.de/10001692909
Saved in:
15
Price interdependence among equity markets in the Asia-Pacific region : focus on Australia and ASEAN
Roca, Eduardo
-
2000
Persistent link: https://www.econbiz.de/10001441606
Saved in:
16
Financial volatility and real economic activity
Daly, Kevin James
-
1999
Persistent link: https://www.econbiz.de/10000669878
Saved in:
17
Modelling nonlinearities in the German stock market
Robé, Sophie
-
1999
Persistent link: https://www.econbiz.de/10001356393
Saved in:
18
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
19
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
20
Investitionen unter Unsicherheit : eine theoretische und empirische Untersuchung für die Bundesrepublik Deutschland
Seppelfricke, Peter
-
1996
Persistent link: https://www.econbiz.de/10013381526
Saved in:
21
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
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