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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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Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000912426
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Functional weak limit theory for rare outlying events
Georgiev, Iliyan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653
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Futures market contracting : when you don't know who the optimists are
Harstad, Ronald M.; Phlips, Louis - 1993
Persistent link: https://www.econbiz.de/10000865470
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980