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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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Term premia and interest rate forecasts in affine models
Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy - 1994
Persistent link: https://www.econbiz.de/10000905755
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy - 1996
Persistent link: https://www.econbiz.de/10000939630
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Does a currency union affect trade? : The time series evidence
Glick, Reuven (contributor); Rose, Andrew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625090
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Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk - 1993
Persistent link: https://www.econbiz.de/10000898542
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Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A. (contributor);  … - 2004 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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Central Bank independence and the costs of disinflation in the EC
Walsh, Carl E. - 1994
Persistent link: https://www.econbiz.de/10000900422