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~person:"Polasek, Wolfgang"
~subject:"Estimation"
~subject:"Theory"
~type_genre:"Working Paper"
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Polasek, Wolfgang
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Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537676
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2
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537678
Saved in:
3
Forecast evaluations for volatile time series : a generalized Theil decomposition
Polasek, Wolfgang
-
1999
Persistent link: https://www.econbiz.de/10001433671
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4
Linear model selection in the presence of outliers and break points
Polasek, Wolfgang
;
Ren, Lei
-
1999
Persistent link: https://www.econbiz.de/10001433675
Saved in:
5
Volatility analysis during the Asia crisis : a multivariate GARCH-M model for stock returns in the US, Germany and Japan
Polasek, Wolfgang
;
Ren, Lei
-
1999
Persistent link: https://www.econbiz.de/10001433783
Saved in:
6
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-GARCH-M model
Pelloni, Gianluigi
-
1998
Persistent link: https://www.econbiz.de/10000994337
Saved in:
7
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang
;
Pai, Jeffrey
-
1998
Persistent link: https://www.econbiz.de/10001372542
Saved in:
8
On generalized inverses and Bayesian analysis in simple ANOVA models
Polasek, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000972624
Saved in:
9
Factor analysis and outliers : a Bayesian approach
Polasek, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000976799
Saved in:
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