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Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007

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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility

Bos, Charles S. - 2008

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Pricing, capacity and long-run cost functions for first-best and second-best network problems

Verhoef, Erik T.; Koh, Andrew; Shepherd, Simon - 2008

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MDL mean function selection in semiparametric Kernel regression models

Gooijer, Jan G. de; Yuan, Ao - 2008

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A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index

Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008

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Out-of-sample comparison of Copula specifications in multivariate density forecasts

Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008

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A general framework for observation driven time-varying parameter models

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Defending against speculative attacks : a hybrid model of exchange market pressure and crises

Danie͏̈ls, Tijmen R.; Jager, Henk; Klaassen, Franc - 2008

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The bias of the Gini coefficient due to grouping : revisiting first order corrections

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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2005

The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...

Persistent link: https://www.econbiz.de/10003342766