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A Lagrange multiplier test for causality in variance
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 93 (2006) 1, pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
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Bootstrap tests of multiple inequality restrictions on variance ratios
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Economics letters 91 (2006) 3, pp. 343-348
Persistent link: https://www.econbiz.de/10003333629
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Elasticity of risk aversion and international trade
Broll, Udo; Wahl, Jack E.; Wong, Wing Keung - In: Economics letters 92 (2006) 1, pp. 126-130
Persistent link: https://www.econbiz.de/10003336530
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Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Economics letters 97 (2007) 2, pp. 133-137
Persistent link: https://www.econbiz.de/10003575417
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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Variance change-point detection in panel data models
Li, Fuxiao; Zheng, Tian; Xiao, Yanting; Chen, Zhanshou - In: Economics letters 126 (2015), pp. 140-143
Persistent link: https://www.econbiz.de/10011376444
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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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A note on variance estimation for the Oaxaca estimator of average treatment effects
Kline, Patrick - In: Economics letters 122 (2014) 3, pp. 428-431
Persistent link: https://www.econbiz.de/10010395618
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Testing for causality in variance in the presence of breaks
Dijk, Dick van; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 89 (2005) 2, pp. 193-199
Persistent link: https://www.econbiz.de/10003172055
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On estimating market microstructure noise variance
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 150 (2017), pp. 59-62
Persistent link: https://www.econbiz.de/10011762850