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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"CORE discussion paper : DP"
~subject:"Börsenkurs"
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Estimation theory
171
Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Bauwens, Luc
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Giot, Pierre
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CORE discussion paper : DP
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of empirical finance
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Discussion paper / Tinbergen Institute
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Econometrics : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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CESifo working papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance India : the quarterly journal of Indian Institute of Finance
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Finance research letters
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International review of financial analysis
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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SFB 649 discussion paper
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ECONIS (ZBW)
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Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
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2
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
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1997
Persistent link: https://www.econbiz.de/10000980123
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3
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
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