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subject:"Zeitreihenanalyse"
~isPartOf:"Applied quantitative finance"
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Zeitreihenanalyse
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Estimation theory
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Duan, Jin-Chuan
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Elagin, Mstislav
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Applied quantitative finance
Journal of econometrics
340
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
217
Econometric theory
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Economics letters
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Discussion paper / Tinbergen Institute
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Econometric reviews
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CREATES research paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Cowles Foundation discussion paper
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The econometrics journal
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of time series econometrics
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Journal of the American Statistical Association : JASA
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Economic modelling
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Technical working paper / National Bureau of Economic Research
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Oxford bulletin of economics and statistics
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Journal of empirical finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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SFB 649 discussion paper
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EUI working paper / ECO
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Department of Economics, University of California San Diego
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American journal of agricultural economics
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
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Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
- In:
Applied quantitative finance
,
(pp. 345-361)
.
2009
Persistent link: https://www.econbiz.de/10003746421
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