Narrow search
Showing 1 - 10 of 1,616
Cover Image
Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka - 1983
Persistent link: https://www.econbiz.de/10000420377
Cover Image
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...
Persistent link: https://www.econbiz.de/10009578026
Cover Image
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
Cover Image
On selecting an extreme value distribution
Ariyawansa, K. A. - In: Zeitschrift für Operations-Research : ZOR ; … 32 (1988) 2, pp. 95-100
Persistent link: https://www.econbiz.de/10003473496
Cover Image
Real-time delay estimation in overloaded multiserver queues with abandonments
Ibrahim, Rouba; Whitt, Ward - In: Management science : journal of the Institute for … 55 (2009) 10, pp. 1729-1742
Persistent link: https://www.econbiz.de/10003908998
Cover Image
Modelling the dynamics of a public health care system : evidence from time-series data
Iacone, Fabrizio; Martin, Steve; Siciliani, Luigi; … - 2007
Persistent link: https://www.econbiz.de/10003502542
Cover Image
Modelling the dynamics of a public health care system : evidence from time-series data
Iacone, Fabrizio; Martin, Steve; Siciliani, Luigi; … - 2007
Persistent link: https://www.econbiz.de/10003541796
Cover Image
Modelling the dynamics of a public health care system : evidence from time-series data
Iacone, Fabrizio; Martin, Steve; Siciliani, Luigi; … - In: Applied economics 44 (2012) 22/24, pp. 2955-2968
Persistent link: https://www.econbiz.de/10009616386
Cover Image
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10008702343