Narrow search
Showing 1 - 10 of 255
Cover Image
Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651568
Cover Image
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724354
Cover Image
Modeling conditional skewness in stock returns
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Cover Image
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
Cover Image
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
Cover Image
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina - 1994
Persistent link: https://www.econbiz.de/10000898368
Cover Image
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
Cover Image
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
Cover Image
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
Cover Image
Statistical inference in calibrated models
Canova, Fabio - 1993
Persistent link: https://www.econbiz.de/10000877153