Narrow search
Showing 1 - 10 of 343
Cover Image
Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Cover Image
Optimal portfolio construction under partial information for a balanced fund
Keel, Simon; Herzog, Florian; Geering, Hans Peter; … - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 1015-1042
Persistent link: https://www.econbiz.de/10003630993
Cover Image
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Cover Image
Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Cover Image
Exploring the impact of calendar effects on the dynamic structure and forecasts of financial time series
Kyrtsou, Catherine; Leontitsis, Alexander; Siriopoulos, … - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003285858
Cover Image
Long memory and sampling frequencies : evidence in stock index futures markets
Shieh, Shwu-Jane - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 787-799
Persistent link: https://www.econbiz.de/10003379040
Cover Image
Electricity prices : a nonparametric approach
Pirino, Davide; Renò, Roberto - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
Cover Image
Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan; Poor, H.Vincent; Sircar, Kaushik Ronnie - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
Cover Image
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo; Joshi, Mark - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
Cover Image
Calibration of multifactor models in electricity markets
Barlow, Martin; Gusev, Yuri; Lai, Manpo - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10002021476