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Testing the significance of calendar effects

Hansen, Peter Reinhard (contributor); … - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001732977

Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models

Hansen, Peter Reinhard (contributor); … - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001732980

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

Cointegration and exponential-affine models of the term structure

Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001709212

Conditional moment testing, term premia and affine term structural models

Taulbjerg, Jes (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001709215

Anyway, can we price European options with Lévy processes?

Jakubenas, Paulius (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001702320

Simple computational methods for measuring the difference of empirical distributions : application to internal and external scope tests in contingent valuation

Poe, Gregory L. (contributor); Cullen, Kelly L. (contributor) - 2001 - [Elektronische Ressource]

This paper develops a statistically unbiased and simple method for measuring the difference of independent empirical distributions estimated by bootstrapping or other simulation approaches. This complete combinatorial method is compared with other unbiased and biased methods that have been...

Persistent link: https://www.econbiz.de/10001630709

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

Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?

Ashley, Rick (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001566143

Efficient inference in multivariate fractionally integrated time series models

Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001922185