Narrow search
Showing 1 - 10 of 25
Cover Image
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Cover Image
On the econometrics of the Koyck model
Franses, Philip Hans (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953723
Cover Image
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Cover Image
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de (contributor); Dijk, Dick van (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Cover Image
Report / Econometric Institute, Erasmus University Rotterdam
Econometrisch Instituut <Rotterdam> - Rotterdam - Nachgewiesen 1967 -
Persistent link: https://www.econbiz.de/10000369003
Cover Image
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
Strachan, Rodney W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783887
Cover Image
Current developments in the interface : economics, econometrics, mathematics ; state of the art surveys
Hazewinkel, Michiel (ed.); Rinnooy Kay, A. H. G. (contributor) - 1982
Persistent link: https://www.econbiz.de/10014012101
Cover Image
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Cover Image
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910