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A remark on Hausmanʹs specification test
Holly, Alberto - 1980 - 2. vers
Persistent link: https://www.econbiz.de/10002873379
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Testing for exogeneity : a survey
Holly, Alberto - 1985
Persistent link: https://www.econbiz.de/10002873432
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Testing for exogeneity : a survey
Holly, Alberto - In: Economic notes : economic review of Banca Monte dei … (1987), pp. 108-130
Persistent link: https://www.econbiz.de/10001054665
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An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives
Holly, Alberto; Gardiol, Lucien - 1993
Persistent link: https://www.econbiz.de/10000879135
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Financial modeling under non-Gaussian distributions
Jondeau, Eric; Poon, Ser-Huang; Rockinger, Michael - 2007
Persistent link: https://www.econbiz.de/10003284155
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Reading PIBOR futures options smiles : the 1997 snap election
Coutant, Sophie; Jondeau, Eric; Rockinger, Michael - In: Journal of banking & finance 25 (2001) 11, pp. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
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Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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Density functionals, with an option-pricing application
Abadir, Karim Maher; Rockinger, Michael - In: Econometric theory 19 (2003) 5, pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - In: Journal of international money and finance 19 (2000) 6, pp. 885-915
Persistent link: https://www.econbiz.de/10001527355
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Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000997033