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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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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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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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On moments and tail behaviors of storage processes
Kohatsu-Higa, Arturo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747502
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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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Strategies for sequential prediction of stationary time series
Györfi, László (contributor); Lugosi, Gábor (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627280
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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