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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
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Rationalizing trading frequency and returns
Bonaparte, Yosef; Cooper, Russell W. - 2010
Persistent link: https://www.econbiz.de/10003974947
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Costly portfolio adjustment
Bonaparte, Yosef; Cooper, Russell W. - 2010
Persistent link: https://www.econbiz.de/10003960559
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009008157
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Forecasting contemporaneous aggregates with stochastic aggregation weights
Brueggemann, Ralf; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009238569
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Measuring risk in value-at-risk based on student's t-distribution
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1998
Persistent link: https://www.econbiz.de/10001422900
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Blue for ß in CAPM with infinite variance
Huschens, Stefan; Kurz-Kim, Jeong-Ryeol - 1999
Persistent link: https://www.econbiz.de/10001399219
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Measuring risk in value-at-risk in the presence of infinite variance
Huschens, Stefan - 1998
Persistent link: https://www.econbiz.de/10013440918