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Nonlinear dynamics and economics : proceedings of the Tenth International Symposium in Economic Theory and Econometrics
Barnett, William A. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000564989
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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
Barnett, William A. (ed.); Kirman, Alan P. (contributor);  … - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10013493728