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~isPartOf:"Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]"
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
CFS Working Paper Series
655
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
23
CFS Working Paper
20
CFS working paper series
19
Research paper series / Swiss Finance Institute
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5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of operational risk
4
CESifo Working Paper Series
3
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3
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Journal of risk and financial management : JRFM
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Munich Reprints in Economics
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Schriftenreihe des Center for Financial Studies an der Goethe-Universität Frankfurt am Main / Beiträge zum CFS-Colloquium
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of financial analysis
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On median unbiased inference for first order autoregressive models
Carstensen, Kai
;
Paolella, Marc S.
- In:
Contributions to modern econometrics : from data …
,
(pp. 23-38)
.
2002
Persistent link: https://www.econbiz.de/10001905011
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Portfolio selection in the presence of heavy-tailed asset returns
Doganoglu, Toker
;
Mittnik, Stefan
;
Račev, Svetlozar T.
- In:
Contributions to modern econometrics : from data …
,
(pp. 51-64)
.
2002
Persistent link: https://www.econbiz.de/10001905062
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