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Modelling financial high frequency data using point processes
Bauwens, Luc (contributor); Hautsch, Nikolaus (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375931
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Estimating and testing simultaneous equation panel data models with censored endogenous variables
Vella, Francis; Verbeek, Marno - 1993
Persistent link: https://www.econbiz.de/10000874198
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Heterogeneous treatment effects : instrumental variables without monotonicity?
Klein, Tobias J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003736699
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Very simple Markov-perfect industry dynamics : theory
Abbring, Jaap H.; Campbell, Jeffrey R.; Tilly, Jan; … - 2017
Persistent link: https://www.econbiz.de/10011643255
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Very simple Markov-perfect industry dynamics : empirics
Abbring, Jaap H.; Campbell, Jeffrey R.; Tilly, Jan; … - 2017
Persistent link: https://www.econbiz.de/10011643260
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A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej; Bauwens, Luc; Dufays, Arnaud - 2016
Persistent link: https://www.econbiz.de/10011894434
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Functionals of clusters of extremes
Segers, Johan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc; Dufays, Arnaud; Rombouts, Jeroen V. K. - 2011
Persistent link: https://www.econbiz.de/10009504878
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Very simple Markov-perfect industry dynamics
Abbring, Jaap H.; Campbell, Jeffrey R.; Tilly, Jan; … - 2014
Persistent link: https://www.econbiz.de/10010232327
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Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François; Dufays, Arnaud - 2014
Persistent link: https://www.econbiz.de/10010385182