Narrow search
Showing 1 - 10 of 11,047
Cover Image
Essays in public economic theory
Sahm, Marco (contributor) - 2006
Persistent link: https://www.econbiz.de/10003476588
Cover Image
Asymmetry and long memory in volatility modeling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Cover Image
Sampling returns for realized variance calculations : tick time or transaction time?
Griffin, Jim E.; Oomen, Roel C. A. - In: Econometric reviews 27 (2008) 1/3, pp. 230-253
Persistent link: https://www.econbiz.de/10003761225
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
Cover Image
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
Cover Image
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430824
Cover Image
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - In: Statistical papers 40 (1999) 3, pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
Cover Image
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Cover Image
Stock market reaction to the 1974 LIFO adoption : an application of sample selectivity model
Po, Wai-nang; Ryu, Keunkwan - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 33-63
Persistent link: https://www.econbiz.de/10001560610