Narrow search
Showing 1 - 10 of 63
Cover Image
A remark on Hausmanʹs specification test
Holly, Alberto - 1980 - 2. vers
Persistent link: https://www.econbiz.de/10002873379
Cover Image
Testing for exogeneity : a survey
Holly, Alberto - 1985
Persistent link: https://www.econbiz.de/10002873432
Cover Image
Testing for exogeneity : a survey
Holly, Alberto - In: Economic notes : economic review of Banca Monte dei … (1987), pp. 108-130
Persistent link: https://www.econbiz.de/10001054665
Cover Image
An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives
Holly, Alberto; Gardiol, Lucien - 1993
Persistent link: https://www.econbiz.de/10000879135
Cover Image
Conditional Dependency of Financial Series: The Copula-GARCH Model
Jondeau, Eric; Rockinger, Michael - 2002
This paper developes a new methodology to measure conditional dependency between time series each driven by complicated marginal distributions.
Persistent link: https://www.econbiz.de/10005843431
Cover Image
Information content of Russian stock indices
Rockinger, Michael; Urga, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000650309
Cover Image
The Copula-GARCH model of conditional dependencies : an international stock market application
Jondeau, Eric; Rockinger, Michael - In: Journal of international money and finance 25 (2006) 5, pp. 827-853
Persistent link: https://www.econbiz.de/10003405036
Cover Image
Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001534321
Cover Image
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Cover Image
Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001575962