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Panel index VAR models: specification, estimation, testing and leading indicators
Canova, Fabio (contributor); Ciccarelli, Matteo (contributor) - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713856
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Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan (contributor); Muller, Christophe (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198695
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Measuring contagion with a bayesian time-varying coefficient model
Ciccarelli, Matteo (contributor);  … - 2003 - [Elektronische Ressource],
Persistent link: https://www.econbiz.de/10001919416
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Single factor stochastic models with seasonality applied to underlying weather derivatives variables
Torró, Hipòlit (contributor);  … - 2001 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001625861
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Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel (contributor) - 2003 - 1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
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Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta
Bonilla Musoles, María (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001659639
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Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
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The effect of futures trading activity on the distribution of spot market returns
Illueca, Manuel (contributor);  … - 2003 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10002181643
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Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018