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Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Who are the best? : Local versus foreign analysts on the Latin American stock markets
Bacmann, Jean-François (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791447
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Forecasting inflation from the term structure
Tzavalis, Elias; Wickens, Michael R. - 1995
Persistent link: https://www.econbiz.de/10000939712
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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
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The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.; Sanchez-Valle, René - 1998
Persistent link: https://www.econbiz.de/10000998646
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Is the quantitiy theory of money true?
Blaug, Mark - 1993
Persistent link: https://www.econbiz.de/10000887417
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Financial structure and market equilibrium in a vertically differentiated industry
Lefoll, Jean (contributor); Perrakis, Stylianos (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864705