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Review on goodness of fit tests for ergodic diffusion processes by different sampling schemes
Negri, Ilia; Nishiyama, Yoichi - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1/2, pp. 91-106
Persistent link: https://www.econbiz.de/10008826255
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Integrated risk management with a filtered bootstrap approach
Marsala, Claudio; Pallotta, Massimiliano; Zenti, Raffaele - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10003690362
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Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
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Testing output stationarity through its supply components : Italy, 1861 - 1993
Gallegati, Marco - In: Economic notes : economic review of Banca Monte dei … 25 (1996) 2, pp. 249-260
Persistent link: https://www.econbiz.de/10001210914
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Recent developments in continuous time econometric modelling
Nowman, Kalid Ben - In: Economic notes : economic review of Banca Monte dei … 20 (1991) 3, pp. 451-473
Persistent link: https://www.econbiz.de/10001124402
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Italian GNP growth 1890 - 1992 : a unit root or segmented trend representation?
Caselli, Gian Paolo - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 53-73
Persistent link: https://www.econbiz.de/10001165646
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On Gagnon's criticism of ARMA models for real GNP growth
Hauser, Michael A. - In: Economic notes : economic review of Banca Monte dei … 23 (1994) 1, pp. 125-129
Persistent link: https://www.econbiz.de/10001165660
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Incomplete information, trading costs and cross-autocorrelations in stock returns
Chordia, Tarun; Swaminathan, Bhaskaran - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 1, pp. 145-181
Persistent link: https://www.econbiz.de/10003690193
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Individual decision making and investor welfare
Brennan, Michael J.; Torous, Walter N. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10001414837
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A comparison of alternative non-parametric estimators of the short rate diffusion coeffcient
Renò, Roberto; Roma, Antonio; Schaefer, Stephen M. - In: Economic notes : economic review of Banca Monte dei … 35 (2006) 3, pp. 227-252
Persistent link: https://www.econbiz.de/10003429767