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1
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
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2
Volatility
spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
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3
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692432
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5
Stochastic
volatility
models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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6
The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
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7
What are the effects of fiscal policy shocks?
Mountford, Andrew
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contributor
);
Uhlig, Harald
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660998
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8
Did the Fed surprise the markets in 2001? : A case study for vars with sign restrictions
Uhlig, Harald
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contributor
)
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630187
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9
Cyclical fluctuations in workplace accidents
Boone, Jan
(
contributor
);
Ours, Jan C. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718084
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10
Kriging for interpolation in random simulation
Beers, Wim C. M. van
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617287
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