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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
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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2
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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3
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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4
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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5
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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6
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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7
Persistence and nonstationary models
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001854477
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8
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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9
Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.
;
Vahid, Farshid
-
2003
Persistent link: https://www.econbiz.de/10001854503
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10
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
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