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Einflußgrößen von regulären Preiselastizitäten, Preisaktionselastizitäten u. Kreuzpreiselastizitäten
Klapper, Daniel - 1999
Persistent link: https://www.econbiz.de/10001373297
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Efficient hedging : cost versus shortfall risk
Föllmer, Hans; Leukert, Peter - 1999
Persistent link: https://www.econbiz.de/10001377674
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Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina - 1999
Persistent link: https://www.econbiz.de/10001377675
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Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R. - 1999
Persistent link: https://www.econbiz.de/10001377676
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The quality of the signal matters : a note on imperfect observability and the timing of moves
Müller, Wieland - 1999
Persistent link: https://www.econbiz.de/10001377677
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Consistency and equilibrium selection : how to avoid the impasse?
Güth, Werner - 1999 - Rev. version
Persistent link: https://www.econbiz.de/10001377678
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Vector autoregressions
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377679
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Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles - 1999 - Rev. version
Persistent link: https://www.econbiz.de/10001377680
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Error reduction in density estimation under shape restrictions
Rychlik, Tomasz - 1999
Persistent link: https://www.econbiz.de/10001377681