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pro vyhledávání: '"Kokot, Stefan"'
Autor:
Kokot, Stefan
"The present study has been accepted as a doctoral thesis by the Department of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main"--Pref.
Includes bibliographical references (p. 177-188).
Includes bibliographical references (p. 177-188).
Autor:
Kokot, Stefan.
Univ., Diss.--Frankfurt (Main), 2003.
Literaturverz. S. [177] - 188.
Literaturverz. S. [177] - 188.
Externí odkaz:
http://www.loc.gov/catdir/enhancements/fy0818/2003069467-d.html
http://www.loc.gov/catdir/enhancements/fy0818/2003069467-t.html
http://www.loc.gov/catdir/enhancements/fy0818/2003069467-t.html
Publikováno v:
Jahrbücher für Nationalökonomie und Statistik / Journal of Economics and Statistics, 2000 Nov 01. 220(6), 689-714.
Externí odkaz:
https://www.jstor.org/stable/23812367
We propose a new framework for modeling time dependence in duration processes. The ACD approach introduced by Engle and Russell (1998) will be extended so that the conditional expectation of the durations depends on an unobservable stochastic process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::1205a0cb795961c30d3d428bcc02630e
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/3216
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/3216
We propose a new framework for modelling time dependence in duration processes on financial markets. The well known autoregressive conditional duration (ACD) approach introduced by Engle and Russell (1998) will be extended in a way that allows the co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::af15cd76194e84e0119ec24fa42a4e7e
http://publikationen.ub.uni-frankfurt.de/files/3221/Comparison_MSACD.pdf
http://publikationen.ub.uni-frankfurt.de/files/3221/Comparison_MSACD.pdf
Autor:
Kokot, Stefan
Die soziale Dimension des europäischen Einigungsprozesses steht derzeit, nicht zuletzt wegen der geplanten Währungsunion im Rahmen der Europäischen Union, im Brennpunkt einer kontroversen Diskussion.Im Rahmen dieses Beitrags sollen Probleme der so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::a7e04c428e01ea7467b4b360834708b1
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/3320
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/3320
We propose a new framework for modelling time dependence in duration processes on financial markets. The well known autoregressive conditional duration (ACD) approach introduced by Engle and Russell (1998) will be extended in a way that allows the co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b4f2294b5a3d7d088e0ab3a1c7df43b2
http://publikationen.ub.uni-frankfurt.de/files/3650/462.pdf
http://publikationen.ub.uni-frankfurt.de/files/3650/462.pdf
Autor:
Hujer, Reinhard, Kokot, Stefan
We develop an interregional version of the standard textbook input-output model, that is extended with respect to the inclusion of the consumption expenditures and income generation process into the endogenous part of the input-output table. We also
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::7fd76cb6e343b19787ef078784e78683
http://publikationen.ub.uni-frankfurt.de/files/3235/HWWA_WORKING.pdf
http://publikationen.ub.uni-frankfurt.de/files/3235/HWWA_WORKING.pdf