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institution:"EOMAS <9, 2013, Valencia>"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Niederlande / Centraal Planbureau"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Search: subject_exact:"Ökonometrische Spezifikation"
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EOMAS <9, 2013, Valencia>
Federal Reserve Bank of San Francisco
Niederlande / Centraal Planbureau
University of Canterbury / Dept. of Economics and Finance
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63
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7
Social Systems Research Institute
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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ECONIS (ZBW)
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Enterprise and organizational modeling and simulation : 9th international workshop, EOMAS 2013, held at CAiSE 2013, Valencia, Spain, June 17, 2013 ; selected papers
Barjis, Joseph
(
ed.
)
-
2013
Persistent link: https://www.econbiz.de/10010205448
Saved in:
2
Robust control with commitment : a modification to Hansen-Sargent
Dennis, Richard J.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003159455
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
5
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
7
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
8
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
9
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2009
Persistent link: https://www.econbiz.de/10008667753
Saved in:
10
Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576291
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