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Bayesian inference for duration data with unobserved and unknown heterogeneity : Monte Carlo evidence and an application
Paserman, Marco Daniele (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001896054
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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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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002120362
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Estimating the smoothing parameter in the so-called Hodrick-Prescott Filter
Schlicht, Ekkehart (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948511
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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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Is the correlation in international equity returns constant: 1960 - 90?
Longin, François M. - 1993
Persistent link: https://www.econbiz.de/10013444303
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Competition markets
Gehrig, Thomas - 1994
Persistent link: https://www.econbiz.de/10000897991