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Empirical rationality in the stock market
Raahauge, Peter (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan (contributor); Peare, Paula (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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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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MCMC based estimation of term structure models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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On finite dimensional HJM representations
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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Classification of Markov chains on Rk
Hansen, Niels Richard (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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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