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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"Virginia Polytechnic Institute and State University / Department of Economics"
~subject:"Statistischer Test"
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Statistischer Test
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Ashley, Richard A.
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
Virginia Polytechnic Institute and State University / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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General diagnostic tests for cross section dependence in panels
Pesaran, M. Hashem
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002182008
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2
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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3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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7
Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A.
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
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8
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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9
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
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10
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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