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~language:"eng"
~subject:"ARCH-Modell"
~subject:"Sequential test"
~type_genre:"Collection of articles written by one author"
~type_genre:"Übersichtsarbeit"
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
-
2019
Persistent link: https://www.econbiz.de/10012173758
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2
A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew
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2009
Persistent link: https://www.econbiz.de/10003855973
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3
A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 245-296
Persistent link: https://www.econbiz.de/10009515959
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4
Jump-diffusion models in empirical asset pricing
Purzitsky, Adam Alexander
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2007
Persistent link: https://www.econbiz.de/10009697369
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5
Essays in empirical finance : volatility, interdependencies, and risk in emerging markets
Johansson, Anders C.
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2007
Persistent link: https://www.econbiz.de/10013382940
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6
Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
(
ed.
)
-
2002
Persistent link: https://www.econbiz.de/10001681636
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