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Statistical analysis of financial time series under the assumption of local stationarity
Stéphan, Clémençon (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906778
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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael - 1995
Persistent link: https://www.econbiz.de/10000924235
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Slider-block friction model for landslides : application to Vaiont and La Clapière landslides
Helmstetter, A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906964
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Why do regime switching models forecast so badly?
Dacco, Roberto; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924258
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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The European monetary system : a flexible disciplinary device
Vitale, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000961100
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Audit in insurance
Coestier, Bénédicte (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001907176