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Inferring volatility persistence from option implied volatility
Li, Kai - 2001
Persistent link: https://www.econbiz.de/10001554378
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The empirical performance of alternative extreme value volatility estimators
Li, Kai; Weinbaum, David - 2000
Persistent link: https://www.econbiz.de/10001554385
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The econometrics of structural change : with special emphasis on spline functions
Poirier, Dale J. - 1976
Persistent link: https://www.econbiz.de/10000047171
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A Bayesian view of nominal money and real output through a new classical macroeconomic window
Poirier, Dale J. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 2, pp. 125-148
Persistent link: https://www.econbiz.de/10001104140
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Empirical Bayesian inference in a nonparametric regression model
Koop, Gary; Poirier, Dale J. - In: State space and unobserved component models : theory …, (pp. 152-170). 2004
Persistent link: https://www.econbiz.de/10009719926
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Rank-ordered logit models : an empirical analysis of Ontario voter preferences
Koop, Gary - In: Journal of applied econometrics 9 (1994) 4, pp. 369-388
Persistent link: https://www.econbiz.de/10001170321
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Learning about the across-regime correlation in switching regression models
Koop, Gary - In: Journal of econometrics 78 (1997) 2, pp. 217-227
Persistent link: https://www.econbiz.de/10001219986
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A diagnostic test for normality within the power exponential family
Poirier, Dale J. - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 3, pp. 359-373
Persistent link: https://www.econbiz.de/10001009798
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Probit with dependent observations
Poirier, Dale J. - In: The review of economic studies 55 (1988) 4, pp. 593-614
Persistent link: https://www.econbiz.de/10001070497
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Bayesian empirical studies in economics and finance
Poirier, Dale J. (contributor) - In: Journal of econometrics 49 (1991) 1
Persistent link: https://www.econbiz.de/10001117235