Narrow search
Showing 1 - 10 of 19
Cover Image
Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306
Cover Image
Essays on fractional cointegration and seasonal long memory
Voges, Michelle - 2019
Persistent link: https://www.econbiz.de/10012144876
Cover Image
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
Cover Image
A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
Cover Image
Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
Cover Image
Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
Cover Image
Identification and estimation of errors-in-variables tobit models
Wang, Liqun - 1993
Persistent link: https://www.econbiz.de/10000863603
Cover Image
Bayesian generalized errors in variables (GEIV) models for censored regressions
Polasek, Wolfgang - 1993
Persistent link: https://www.econbiz.de/10000874339
Cover Image
Identifiability and estimation of linear censored errors-in-variables models
Wang, Liqun - 1992
Persistent link: https://www.econbiz.de/10000853321
Cover Image
Joint sensitivity analysis for covariance matrices in Bayesian linear regression : 2. draft
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000853336