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Determining the stationarity properties of individual series in panel datasets
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
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Non-nested models and the likelihood ratio statistic : a comparison of simulation and bootstrap based tests
Kapetanios, George (contributor); Weeks, Melvyn (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867395
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Determining the poolability of individual series in panel datasets
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
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Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias (contributor); Wang, Shi-jun (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455