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Summary The time series properties of German GDP have been re-examined in recent research. Extending the sample to include GDP data from 1950 onwards, some researchers argued in favor of a trend-stationary rather than difference stationary representation of real log GDP. I show that this...
Persistent link: https://www.econbiz.de/10014609027
Summary Starting from today’s definition of innovation indicators, this paper analyses the dynamic relationships between innovation activities (approximated by two innovation input indicators and one innovation output indicator) and per capita income in Germany for the two periods from 1850...
Persistent link: https://www.econbiz.de/10014609092
Renditeverteilung existieren und sich überwiegend auch ein Leverage-Effekt identifizieren lässt. Durch eine ARMA-GARCH …
Persistent link: https://www.econbiz.de/10010299182
GARCH models which capture volatility clustering and, therefore, are appropriate to analyse financial market data. Models …
Persistent link: https://www.econbiz.de/10010331352
SE jeweils mit einem einfachen gewichteten Durchschnitt, exponentiell gewichteten Durchschnitt, GARCH- und T-GARCH … estimation through a simple moving average, an exponentially weighted average, a GARCH-, and a T-GARCH-Model. We find that the …
Persistent link: https://www.econbiz.de/10011431345
Renditeverteilung existieren und sich überwiegend auch ein Leverage-Effekt identifizieren lässt. Durch eine ARMA-GARCH …
Persistent link: https://www.econbiz.de/10008533675
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