- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper; No. 14-125/III
Bezug (was)
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Model Evaluation, Validation, and Selection
Financial Econometrics
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Conditional volatility models
random coefficient autoregressive processes
random coefficient complex nonlinear moving average process
asymmetry
leverage
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Model Evaluation, Validation, and Selection
Financial Econometrics
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Conditional volatility models
random coefficient autoregressive processes
random coefficient complex nonlinear moving average process
asymmetry
leverage
Beteiligte Personen und Organisationen
McAleer, Michael
Amsterdam and Rotterdam: Tinbergen Institute
Amsterdam and Rotterdam: Tinbergen Institute
Erschienen
Amsterdam and Rotterdam: Tinbergen Institute
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:58 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- McAleer, Michael
- Amsterdam and Rotterdam: Tinbergen Institute
Entstanden
- Amsterdam and Rotterdam: Tinbergen Institute
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