Narrow search
Showing 71 - 80 of 118
Cover Image
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
Cover Image
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - 2000
Persistent link: https://www.econbiz.de/10001470376
Cover Image
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan; Uspensky, Eugenie Hol - 2000
Persistent link: https://www.econbiz.de/10001472890
Cover Image
A generalized fractional time series model
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550564
Cover Image
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001550571
Cover Image
Tail behavior of credit loss distributions for general latent factor models
Lucas, André (contributor) - 2001
Persistent link: https://www.econbiz.de/10001554549
Cover Image
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
Persistent link: https://www.econbiz.de/10001555314
Cover Image
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - 2001
Persistent link: https://www.econbiz.de/10001580374
Cover Image
Business and default cycles for credit risk
Koopman, Siem Jan; Lucas, André - 2003
Persistent link: https://www.econbiz.de/10001792714
Cover Image
Tracking growth and the business cycle : a stochastic common cycle model for the euro area
Azevedo, João Valle e; Koopman, Siem Jan; Rua, António - 2003
Persistent link: https://www.econbiz.de/10001792789