Similar Search Results

Interfirm job mobility of two cohorts of young German men 1979-1990 : an analysis of the (West-)German employment statistic register sample concerning multivariate failure times an...

Bellmann, Lutz; Bender, Stefan; Hornsteiner, Ulrich - 1997

Persistent link: https://www.econbiz.de/10000651735

Multivariate Werbewirkungskontrolle : Konzepte zur Auswertung von Werbetests

Schwaiger, Manfred - 1997

Persistent link: https://www.econbiz.de/10000634725

Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung

Köck, Christian - 2008

Persistent link: https://www.econbiz.de/10003717606

Asymmetric multivariate normal mixture GARCH

Haas, Markus (contributor); Mittnik, Stefan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003651581

Multivariate regimeswitching GARCH with an application to international stock markets

Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003651587

Dynamic factor models for multivariate count data : an application to stock-market trading activity

Jung, Robert (contributor); Liesenfeld, Roman (contributor); … - 2008

We propose a dynamic factor model for the analysis of multivariate time series count data. Our model allows for idiosyncratic as well as common serially correlated latent factors in order to account for potentially complex dynamic interdependence between series of counts. The model is estimated...