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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Big news in small samples
Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000968761
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EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der - 1998
Persistent link: https://www.econbiz.de/10000981248
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Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der - 1998
Persistent link: https://www.econbiz.de/10000985438
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Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.; Sluis, Pieter J. van der - 1998
Persistent link: https://www.econbiz.de/10000986291
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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Persistent link: https://www.econbiz.de/10000968763
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Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis; Lucas, André; Dijk, Ronald van - 1995
Persistent link: https://www.econbiz.de/10000922344
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244