Narrow search
Showing 1 - 10 of 74
Cover Image
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001387125
Cover Image
Do forecasters use monetary models? : An empirical analysis of exchange rate expectations
Schröder, Michael; Dornau, Robert - 2000
Persistent link: https://www.econbiz.de/10001485220
Cover Image
Volatility of stock market indices : an analysis based on SEMIFAR models
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001387128
Cover Image
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan (contributor) - 1999
Persistent link: https://www.econbiz.de/10001387141
Cover Image
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400363
Cover Image
Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400379
Cover Image
When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke, Günter; Stapleton, Richard C.; Subrahmanyam, … - 1999
Persistent link: https://www.econbiz.de/10001378686
Cover Image
International repercussions of direct taxes
Eggert, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001378691
Cover Image
Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus - 1999
Persistent link: https://www.econbiz.de/10001378696
Cover Image
Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators
Inkmann, Joachim - 1999
Persistent link: https://www.econbiz.de/10001378701