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Displaying results 1 to 4 of 4.

  1. Did the Bundesbank react to stock price movements?
    Author: Bohl, Martin T.; Siklos, Pierre L.; Werner, Thomas
    Published: 2003
    Publisher:  Dt. Bundesbank, Press and Public Relations Div., Frankfurt am Main

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783935821643; 3935821646
    RVK Categories: QB 910 ; QK 900 ; QB 910 ; QK 900
    DDC Categories: 330; 380; 650; 670
    Series: Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank ; 03,14
    Subjects: Geldpolitik; Zins; Zinspolitik; Schätzung; Heteroskedastizität
    Other subjects: (stw)Geldpolitik; (stw)Zins; (stw)Zinspolitik; (stw)Schätzung; (stw)Deutschland; (stw)Heteroskedastizität; Online-Publikation; Arbeitspapier; Buch; Graue Literatur
    Scope: 41 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 25 - 27
  2. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
    Author: Gonçalves, Sílvia; Kilian, Lutz
    Published: 2002
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QH 233 ; QB 910 ; QM 430 ; QH 233 ; QB 910
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 196
    Subjects: ARCH-Prozess; Stochastischer Prozess; Volatilität; Zeitreihenanalyse; Theorie; Bootstrap-Statistik; Heteroskedastizität
    Other subjects: (stw)ARCH-Modell; (stw)Stochastischer Prozess; (stw)Volatilität; (stw)Zeitreihenanalyse; (stw)Theorie; (stw)Bootstrap-Verfahren; (stw)Heteroskedastizität; Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
    Scope: 43 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 41 - 43
  3. Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
    Author: Gonçalves, Sílvia; Kilian, Lutz
    Published: 2002
    Publisher:  Dt. Bundesbank, Press and Public Relations Div., Frankfurt am Main

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783935821353; 3935821352
    RVK Categories: QH 233 ; QB 910 ; QM 430 ; QH 233 ; QB 910
    DDC Categories: 330; 380; 650; 670
    Series: Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank ; 02,26
    Subjects: ARCH-Prozess; Stochastischer Prozess; Volatilität; Zeitreihenanalyse; Theorie; Bootstrap-Statistik; Heteroskedastizität
    Other subjects: (stw)ARCH-Modell; (stw)Stochastischer Prozess; (stw)Volatilität; (stw)Zeitreihenanalyse; (stw)Theorie; (stw)Bootstrap-Verfahren; (stw)Heteroskedastizität; Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
    Scope: 44 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 36 - 38
  4. Separate estimation of spatial dependence parameters and variance parameters in a spatial model
    Author: Arnold, Matthias; Wied, Dominik
    Published: 2010
    Publisher:  Universitätsbibliothek Dortmund, Dortmund