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ECONIS (ZBW)
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1
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
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2
MCMC based estimation of term structure models
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001634331
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3
Asymmetries in bank lending behaviour : Austria during the 1990s
Kaufmann, Sylvia
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2002
Persistent link: https://www.econbiz.de/10001649528
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4
Affine mortality models with jumps : parameter estimation and forecasting
Garces, Len Patrick Dominic M.
;
Kolar, Jovana
;
Sherris, …
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2022
Persistent link: https://www.econbiz.de/10013534309
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5
An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes
Ungolo, Francesco
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2023
Persistent link: https://www.econbiz.de/10014458810
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6
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
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7
Dynamics of health expectancy : an introduction to multiple multistate method (MMM)
Shen, Tianyu
;
Payne, Collin
;
Jahromi, Maria
-
2023
Persistent link: https://www.econbiz.de/10013534321
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8
Is there an asymmetric effect of monetary policy over time? : A Bayesian analysis using Austrian data
Kaufmann, Sylvia
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2001
Persistent link: https://www.econbiz.de/10001581951
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9
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
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10
Evaluating the accuracy of forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
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2013
Persistent link: https://www.econbiz.de/10009722028
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