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Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger

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  • Hassler, Uwe

Abstract

Mit den diesjährigen Trägern des Nobelpreises für Wirtschaft, Robert. F. Engle und Clive W.J. Granger, werden zwei Vertreter der Zeitreihenökonometrie geehrt. Wie hat sich durch ihr Werk die statistische Analyse ökonomischer Zeitreihen verändert? Wie wird heute Volatilität auf Finanzmärkten analysiert?

Suggested Citation

  • Hassler, Uwe, 2003. "Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 83(12), pages 811-816.
    • Handle: RePEc:zbw:wirtdi:42107
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    Cited by:

    1. Gaggermeier, Christian, 2006. "Indikatoren-Modelle zur Kurzfristprognose der Beschäftigung in Deutschland," IAB-Forschungsbericht 200606, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].

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