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Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
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Power variation and time change
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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Nonparametric specification analysis of dynamic parametric models
Henry, Marc (contributor); Scaillet, Olivier (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655535
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
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Testing for autocorrelation in systems of equations
Dhrymes, Phoebus J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868864
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Tests for endogeneity and instrument suitability
Dhrymes, Phoebus J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868908
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185