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Estimation of asymmetric box-cox stochastic volatility models using MCMC simulation
Zhang, Xibin; King, Maxwell L. - 2003
Persistent link: https://www.econbiz.de/10001854359
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Does beta react to market conditions? : Estimates of bull and bear betas using a nonlinear market model with an endogenous threshold parameter
Woodward, G. Thomas; Anderson, Heather M. - 2003
Persistent link: https://www.econbiz.de/10001854374
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Who are the self-employed? : A new approach
Brown, Sarah; Farrell, Lisa; Harris, Mark N. - 2003
Persistent link: https://www.econbiz.de/10001854407
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Nonparametric confidence intervals for receiver operating characteristic curves
Hall, Peter; Hyndman, Rob J.; Fan, Yanan - 2003
Persistent link: https://www.econbiz.de/10001854417
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Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M.; Forbes, Catherine Scipione; … - 2003
Persistent link: https://www.econbiz.de/10001854434
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Simulation-based Bayesian estimation of affine term structure models
Sanford, Andrew D.; Martin, Gael M. - 2003
Persistent link: https://www.econbiz.de/10001854462
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Persistence and nonstationary models
McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2003
Persistent link: https://www.econbiz.de/10001854477
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Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - 2003
Persistent link: https://www.econbiz.de/10001854495
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001854503
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Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - 2004
Persistent link: https://www.econbiz.de/10002121816