Narrow search
Showing 1 - 10 of 18,067
Cover Image
An empirical analysis of the market value of imputation tax credits in the New Zealand share market
Day, Carol L.; Ward, Bert - 1997
Persistent link: https://www.econbiz.de/10000991222
Cover Image
Estimating beta for New Zealand companies
Bartholdy, Jan (contributor) - 1996
Persistent link: https://www.econbiz.de/10000966843
Cover Image
Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
Cover Image
Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
Cover Image
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
Cover Image
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
Cover Image
A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009
&P 500 index confirms the simulation results. -- covariance estimation ; blocking ; realized kernel ; regularization …
Persistent link: https://www.econbiz.de/10003893144
Cover Image
A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus - 2009
&P 500 index confirms the simulation results. -- Covariance Estimation ; Blocking ; Realized Kernel ; Regularization …
Persistent link: https://www.econbiz.de/10003909174
Cover Image
Nonparametric Kernel density estimation near the boundary
Malec, Peter; Schienle, Melanie - 2012 - This Version: August 13, 2012
methodology in practice. -- Kernel density estimation ; boundary correction ; asymmetric kernel …
Persistent link: https://www.econbiz.de/10009577035