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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003651568
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2
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003280702
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3
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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4
ELEVEN: tests needed for a recommendation
Schlag, Karl H.
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003266648
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5
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003365687
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6
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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7
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
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8
Functional weak limit theory for rare outlying events
Georgiev, Iliyan
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653
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