Narrow search
Showing 1 - 10 of 39
Cover Image
Rough continuous-time processes : theory and applications
Bennedsen, Mikkel - 2017
Persistent link: https://www.econbiz.de/10011817834
Cover Image
Time series econometrics
Perron, Pierre (ed.) - 2019
Persistent link: https://www.econbiz.de/10011789580
Cover Image
... and the Cross-Section of Expected Returns
Harvey, Campbell R.; Liu, Yan; Zhu, Heqing - In: The review of financial studies 29 (2016) 1, pp. 5-68
Persistent link: https://www.econbiz.de/10011447535
Cover Image
Essays on nonlinear and explosive time series : with applications to financial markets
Kaufmann, Hendrik - 2014
Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests
Persistent link: https://www.econbiz.de/10010395343
Cover Image
... and the cross-section of expected returns
Harvey, Campbell R.; Liu, Yan; Zhu, Heqing - 2014
Persistent link: https://www.econbiz.de/10010431329
Cover Image
Testing and estimation of models with stochastic trends
Busetti, Fabio - 2001
Persistent link: https://www.econbiz.de/10001752869
Cover Image
A review of systems cointegration tests
Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
Cover Image
Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine - In: Annual review of financial economics 1 (2009), pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
Cover Image
Moment restriction-based econometric methods
Kunitomo, Naoto (contributor) - 2011
Persistent link: https://www.econbiz.de/10009374508
Cover Image
State space and unobserved component models : theory and applications
Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor);  … - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10009681752