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330.115 --- modeles economiques --- econometrie --- Econometrie --- economische modellen --- Bayesian statistical decision theory. --- Econometric models. --- Econometrie. --- 330.115 Econometrie --- 330.01519542 --- Bayesian statistical decision theory --- Econometric models --- Econometrics --- Mathematical models --- Bayes' solution --- Bayesian analysis --- Statistical decision --- 303.6 --- 305.970 --- AA / International- internationaal --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots

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Over the past 25 years, applied econometrics has undergone tremen­ dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen­ eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro­ duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil­ ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled.

Stocks --- Stock exchanges --- Day trading (Securities) --- Prices --- Econometric models --- 330.115 --- 336.76 --- -Stock exchanges --- -Day trading (Securities) --- -bourse --- marche des capitaux --- modeles economiques --- AA / International- internationaal --- 333.613 --- 305.970 --- 305.8 --- 307.331 --- 304.2 --- Daytrading (Securities) --- Electronic trading of securities --- Bulls and bears --- Commercial corners --- Corners, Commercial --- Equity markets --- Exchanges, Securities --- Exchanges, Stock --- Securities exchanges --- Stock-exchange --- Stock markets --- Capital market --- Efficient market theory --- Speculation --- Common shares --- Common stocks --- Equities --- Equity capital --- Equity financing --- Shares of stock --- Stock issues --- Stock offerings --- Stock trading --- Trading, Stock --- Securities --- Bonds --- Corporations --- Going public (Securities) --- Stock repurchasing --- Stockholders --- Econometrie --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- -Econometric models --- beurs --- kapitaalmarkt --- economische modellen --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties. --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de investeringen, het gedrag van de onderneming. --- Statistieken van de noteringen van de effecten. --- Trendanalyse. Tendenties van lange duur. --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- 330.115 Econometrie --- bourse --- Prices&delete& --- Trendanalyse. Tendenties van lange duur --- Econometrie van de investeringen, het gedrag van de onderneming --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Statistieken van de noteringen van de effecten --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties --- Econometrics. --- International economics. --- Economic theory. --- Finance. --- International Economics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Finance, general. --- Funding --- Funds --- Economics --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Economic policy, Foreign --- Economic relations, Foreign --- Economics, International --- Foreign economic policy --- Foreign economic relations --- Interdependence of nations --- International economic policy --- International economics --- New international economic order --- Economic policy --- International relations --- Economic sanctions --- Economics, Mathematical --- Statistics --- Stocks - Prices - Econometric models --- Stock exchanges - Econometric models --- Day trading (Securities) - Econometric models