Narrow search
Showing 1 - 5 of 5
Cover Image
Moment component analysis : an illustration with international stock markets
Jondeau, Eric; Jurczenko, Emmanuel; Rockinger, Michael - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 576-598
Persistent link: https://www.econbiz.de/10012249215
Cover Image
A time-varying parameter model to test for predictability and integration in the stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001543452
Cover Image
A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
Rockinger, Michael; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10008217219
Cover Image
Assessing generalized method-of-moments estimates of the federal reserve reaction function
Jondeau, Eric; Le Bihan, Hervé; Gallés, Clémentine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10002037127
Cover Image
Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function
Jondeau, Eric; Bihan, Hervé Le; Gallès, Clémentine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 225
Persistent link: https://www.econbiz.de/10008214764