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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651568
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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724343
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ELEVEN: tests needed for a recommendation
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003266648
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998
Persistent link: https://www.econbiz.de/10001422900
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Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
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From correlation to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich; Bolduc, Denis; Gaudry, Marc J. I. - 1995
Persistent link: https://www.econbiz.de/10000923154
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Bargaining and efficiency in a speculative forward market
Møllgaard, H. Peter - 1993
Persistent link: https://www.econbiz.de/10000889035
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The impact of product differentiation on collusive equilibria and multimarket contact
Böhnlein, Barbara - 1993
Persistent link: https://www.econbiz.de/10000889037
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040