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European University Institute / Department of Economics
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Learning within a Markovian environment
Rivas, Javier
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contributor
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2008
Persistent link: https://www.econbiz.de/10003651950
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2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
3
Mergers and acquisitions waves in the UK : a Markov-switching approach
Resende, Marcelo
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876886
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4
Volatility, financial development and the natural resource curse
Ploeg, Frederick van der
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003560011
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5
A discrete-time consumption-CAP model under durability of goods, habit formation and temporal aggregation
Ermini, Luigi
-
1994
Persistent link: https://www.econbiz.de/10000898275
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6
Finding evidence of stock market integration applying a
CAPM
or testing for common stochastic trends : is there a connection?
Pedersen, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725628
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