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Indirect estimation of elliptical stable distributions
Lombardi, Marco; Veredas, David - 2008
Persistent link: https://www.econbiz.de/10003963308
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. - 2007
Persistent link: https://www.econbiz.de/10003963350
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Fat tails in power prices
Huisman, Ronald (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791531
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Deriving dynamic marketing effectiveness from econometric time series models
Horváth, Csilla (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001812014
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The generalized dynamic factor model : representation theory
Forni, Mario - 2000
Persistent link: https://www.econbiz.de/10013423117
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Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.; Palm, Franz C. - 1993
Persistent link: https://www.econbiz.de/10000886175
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Conditional downside risk and the CAPM
Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
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Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547