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Residual-based rank specification tests for ar-garch type models
Andreou, Elena; Werker, Bas J. M. - 2013
Persistent link: https://www.econbiz.de/10010188663
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Improved jive estimators for overidentified linear models with and without heteroskedasticity
Ackenberg, Daniel; Devereux, Paul J. - 2008
Persistent link: https://www.econbiz.de/10003756654
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Rule of law, democracy, openness and income : estimating the interrelationships
Rigobón, Roberto; Rodrik, Dani - 2004
Persistent link: https://www.econbiz.de/10002399061
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The log of gravity
Silva, João Santos - 2005
Persistent link: https://www.econbiz.de/10013424675
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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Interpreting the term structure of interbank rates in Hong Kong
Gerlach, Stefan - 2002
Persistent link: https://www.econbiz.de/10013423780
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Search, concave production, and optimal firm size
Smith, Eric - 1994
Persistent link: https://www.econbiz.de/10000882732
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Economic growth and the Swedish model
Henrekson, Magnus; Jonung, Lars; Stymne, Joakim - 1994
Persistent link: https://www.econbiz.de/10000883805