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Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Nielsen, Bent; Sohkanen, Jouni - 2009
Persistent link: https://www.econbiz.de/10003875085
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Asymptotic behavior of the cusum of squares test under stochastic and deterministic time trends
Nielsen, Bent; Sohkanen, Jouni S. - In: Econometric theory 27 (2011) 4, pp. 913-927
Persistent link: https://www.econbiz.de/10009311641
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Correlograms for non-stationary autoregressions
Nielsen, Bent (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
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Generalized log-normal chain-ladder
Kuang, D.; Nielsen, Bent - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 553-576
Persistent link: https://www.econbiz.de/10012262754
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Generalized log-normal chain-ladder
Kuang, D.; Nielsen, Bent - 2018
Persistent link: https://www.econbiz.de/10012492527
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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Cavaliere, Giuseppe - In: The economic journal : the journal of the Royal … 116 (2006), pp. 306-325
Persistent link: https://www.econbiz.de/10003333926
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Stochastic volatility: origins and overview
Shephard, Neil G.; Andersen, Torben - In: Handbook of financial time series, (pp. 233-254). 2009
Persistent link: https://www.econbiz.de/10003833953
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Stochastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003807435
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Stoachastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003818421