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Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961431
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Risikoabschätzung durch historische Simulation
Huschens, Stefan - 1997
Persistent link: https://www.econbiz.de/10000961433
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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A semiparametric estimator for dynamic optimization models, with an application to a milk quota market
Hong, Han (contributor); Shum, Matthew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630702
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Econometric models of asymmetric ascending auctions
Hong, Han (contributor); Shum, Matthew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611400
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Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.; Phillips, Garry D. A.; Schipp, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000978872
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Policy interventions, low-level equilibria and social interactions
Moffitt, Robert A. (contributor) - 2000 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001512336
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Efficient estimation of average treatment effects : using the estimated propensity score
Hirano, Keisuke (contributor); Imbens, Guido (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513097
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Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan - 1998 - 2. Ausg
Persistent link: https://www.econbiz.de/10000996150
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Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd; Brechtmann, Markus - 1994
Persistent link: https://www.econbiz.de/10000964811