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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Fifty years of Mincer earnings regressions
Heckman, James J.; Lochner, Lance; Todd, Petra - 2003
Persistent link: https://www.econbiz.de/10001765849
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Financial innovation for an aging world
Mitchell, Olivia S.; Piggott, John; Sherris, Michael; … - 2006
Persistent link: https://www.econbiz.de/10003365265
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Multivariate fractional regression estimation of econometric share models
Mullahy, John - 2010
Persistent link: https://www.econbiz.de/10008662924
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Flight to quality and collective risk management
Caballero, Ricardo J.; Krishnamurthy, Arvind - 2006
Persistent link: https://www.econbiz.de/10003309327
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Multinational firms, FDI flows and imperfect capital markets
Antràs, Pol; Desai, Mihir A.; Foley, C. Fritz - 2007
Persistent link: https://www.econbiz.de/10003414815
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003389841
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The equity premium and structural breaks
Pástor, Ľuboš; Stambaugh, Robert F. - 2000
Persistent link: https://www.econbiz.de/10001493300
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Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben; Benzoni, Luca - 2007
Persistent link: https://www.econbiz.de/10003442498