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ECONIS (ZBW)
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Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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32
Essays in financial econometrics
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008697624
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33
Modele klasy GARCH w empirycznych badaniach finansowych
Fiszeder, Piotr
-
2009
Persistent link: https://www.econbiz.de/10003862660
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34
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena
-
2009
Persistent link: https://www.econbiz.de/10003885269
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35
Essays on aggregation and cointegration of econometric models
Silvestrini, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003986597
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36
Modeling and forecasting implied volatility
Ahoniemi, Katja
-
2009
Persistent link: https://www.econbiz.de/10003802181
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37
Essays on realized volatility and jumps
Larson, Marcus
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2008
Persistent link: https://www.econbiz.de/10003758871
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38
Essays on econometric analysis of price and volatility behavior in asset markets
Zhu, Jie
-
2008
Persistent link: https://www.econbiz.de/10003738564
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39
Bayesian estimation of single-regime and regime-switching GARCH models : applications to financial risk management
Ardia, David
-
2008
Persistent link: https://www.econbiz.de/10003855637
Saved in:
40
Essays in financial econometrics : GMM and
conditional
heteroscedasticity
Aguilar, Mike
-
2008
Persistent link: https://www.econbiz.de/10010247172
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