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subject:"Panel"
subject:"Stochastic process"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Regression analysis"
~type_genre:"Working Paper"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
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1998
Persistent link: https://www.econbiz.de/10000978872
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Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
-
1997
Persistent link: https://www.econbiz.de/10000974974
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