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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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Realized stock volatility
Ebens, Heiko (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
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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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Excess volatility and predictability of stock prices in a trend-stationary dividend model with learning
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10013444331
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A theory of quantifiable beliefs
Grant, Simon (contributor); Karni, Edi (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513444
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Empirical likelihood-based model selection criteria for moment condition models
Hong, Han (contributor); Preston, Bruce (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001624861
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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 annual inflation with seasonal monthly data : using levels versus logs of the underlying price index
Lütkepohl, Helmut; Fang, Xu - 2009
Persistent link: https://www.econbiz.de/10003899914
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The role of log transformation in forecasting economic variables
Lütkepohl, Helmut; Fang, Xu - 2009
Persistent link: https://www.econbiz.de/10003900236
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The generalized dynamic factor model : representation theory
Forni, Mario - 2000
Persistent link: https://www.econbiz.de/10013423117