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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Asia-Pacific financial markets 5 (1998) 2, pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
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Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F. - In: Journal of applied econometrics 12 (1997) 4, pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
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A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
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Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000985609
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Interpolation of economic time series, with application to German and Swedish data
Chipman, John Somerset - In: Econometrics of short and unreliable time series, (pp. 89-139). 1995
Persistent link: https://www.econbiz.de/10001290740
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Stochastic trends, deterministic trends and business cycle turning points
Gordon, Stephen F. - 1995
Persistent link: https://www.econbiz.de/10000916958
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Theory and applications of common features
Kozicki, Sharon - 1992
Persistent link: https://www.econbiz.de/10000917655