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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
174
Theory
173
Zeitreihenanalyse
101
Time series analysis
96
Prognoseverfahren
57
Forecasting model
53
Schätztheorie
49
Estimation theory
48
Ökonometrie
41
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35
USA
27
United States
27
Schätzung
26
Estimation
25
Cointegration
20
Kointegration
19
Nichtlineare Regression
19
Nonlinear regression
19
C. W. J. Granger
17
Wirtschaftsprognose
17
Economic forecast
16
Stochastic process
15
Stochastischer Prozess
15
Einheitswurzeltest
14
Unit root test
14
Welt
14
World
13
Capital income
12
Kaufkraftparität
12
Purchasing power parity
12
Statistical theory
12
Statistische Methodenlehre
12
Economists
11
Volatilität
11
Ökonomen
11
Börsenkurs
10
Großbritannien
10
Prognose
10
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7
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7
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3
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3
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3
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English
12
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Granger, C. W. J.
9
Ding, Zhuanxin
3
Hyung, Namwon
3
Yoon, Gawon
3
Engle, Robert F.
2
Sin, Chor-yiu
2
Starica, Catalin
1
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Discussion paper / Department of Economics, University of California San Diego
5
Journal of empirical finance
2
Annals of economics and finance
1
Applied economics letters
1
Journal of forecasting
1
The Manchester School
1
The review of economics and statistics
1
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ECONIS (ZBW)
12
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1
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
2
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
3
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
Saved in:
4
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
5
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
Saved in:
6
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
7
Nonstationarities in stock returns
Starica, Catalin
;
Granger, C. W. J.
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 502-522
Persistent link: https://www.econbiz.de/10003086459
Saved in:
8
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
9
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
10
A simple model that generates stylized facts of returns
Yoon, Gawon
-
2003
Persistent link: https://www.econbiz.de/10001753302
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