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NCER working paper series
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15,073
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31
Patterns and their uses
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010188897
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32
Structural credit risk model with stochastic volatility : a particle-filter approach
Bu, Di
;
Liao, Yin
;
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010245573
Saved in:
33
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, K. A.
;
McClelland, Andrew
-
2012
Persistent link: https://www.econbiz.de/10009665916
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34
Expert politicians, electoral control, and fiscal restraints
Dulleck, Uwe
;
Wigger, Berthold U.
-
2012
Persistent link: https://www.econbiz.de/10009552499
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35
Forecasting increases in the VIX : a timevarying long volatility hedge for equities
Clements, Adam
;
Fuller, Joanne
-
2012
Persistent link: https://www.econbiz.de/10009665912
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36
Forecasting multivariate volatility in larger dimensions : some practical issues
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2012
Persistent link: https://www.econbiz.de/10009552496
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37
The good, the bad and the naive : do fair prices signal good types or do they induce good behaviour?
Dulleck, Uwe
;
Johnston, David
;
Kerschbamer, Rudolf
; …
-
2012
Persistent link: https://www.econbiz.de/10009552490
Saved in:
38
Health and the intergenerational persistence of inequality and child labour
Sarkar, Jayanta
;
Sarkar, Dipanwita
-
2012
Persistent link: https://www.econbiz.de/10009552444
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39
My-delta games
Dulleck, Uwe
;
Löffler, Andreas
-
2012
Persistent link: https://www.econbiz.de/10009552503
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40
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
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