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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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A measure of distance for the unit root hypothesis
Marsh, Patrick W. N.
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contributor
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2005
Persistent link: https://www.econbiz.de/10002689039
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The available information for invariant tests of a unit root
Marsh, Patrick W. N.
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2005
Persistent link: https://www.econbiz.de/10002689046
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Accurate measures of value at risk fitting fat tails
Baixauli, J. Samuel
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745450
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