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type_genre:"Bibliography included"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mehrbändiges Werk"
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Theorie
Duration analysis
32
Statistische Bestandsanalyse
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Abbring, Jaap H.
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Bijwaard, Govert
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
2
Causal analysis in population studies : concepts, methods, applications
1
Controlling interest rate risk : new techniques and applications for money management
1
Handbook of econometrics ; Vol. 5
1
High frequency financial econometrics : recent developments ; with 64 tables
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Kreditrisikomessung und Kreditrisikomanagement
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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1
Instrumental variable estimation for duration data
Bijwaard, Govert
- In:
Causal analysis in population studies : concepts, …
,
(pp. 111-118)
.
2009
Persistent link: https://www.econbiz.de/10008779457
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2
Semiparametric estimation for financial durations
Rodríguez Poo, Juan Manuel
;
Veredas, David
;
Pohlmeier, …
- In:
High frequency financial econometrics : recent …
,
(pp. 225-251)
.
2008
Persistent link: https://www.econbiz.de/10003579359
Saved in:
3
Duration models and point processes
Florens, Jean-Pierre
- In:
The econometrics of panel data : fundamentals and …
,
(pp. 547 - 601)
.
2008
Persistent link: https://www.econbiz.de/10014559901
Saved in:
4
Dynamic policy analysis
Abbring, Jaap H.
- In:
The econometrics of panel data : fundamentals and …
,
(pp. 795 - 863)
.
2008
Persistent link: https://www.econbiz.de/10014559908
Saved in:
5
Using quantile regression for duration analysis
Fitzenberger, Bernd
;
Wilke, Ralf A.
- In:
Modern econometric analysis : surveys on recent …
,
(pp. 103-118)
.
2006
Persistent link: https://www.econbiz.de/10003375835
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6
Duration models : specification, identification and multiple durations
Berg, Gerard J. van den
-
2001
Persistent link: https://www.econbiz.de/10001631158
Saved in:
7
Einfache ökonometrische Verfahren für die Kreditrisikomessung
Kaiser, Ulrich
;
Szczesny, Andrea
- In:
Kreditrisikomessung und Kreditrisikomanagement
,
(pp. 155-203)
.
2001
Persistent link: https://www.econbiz.de/10001570662
Saved in:
8
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
Saved in:
9
Semiparametric estimation for left-censored duration models
Goto, Fumihiro
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 145-163)
.
2000
Persistent link: https://www.econbiz.de/10001586851
Saved in:
10
Uses of duration analysis for the control of interest rate risk
Toevs, Alden L.
- In:
Controlling interest rate risk : new techniques and …
,
(pp. 28-61)
.
1986
Persistent link: https://www.econbiz.de/10001261111
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