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151
On Terrelś characterization of uniform distribution
López-Blázquez, Fernando
;
Salamanca Miño, B.
- In:
Statistical papers
40
(
1999
)
3
,
pp. 335-342
Persistent link: https://www.econbiz.de/10001401613
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152
Bayesian parsimonious covariance matrix estimation
Smith, Michael S.
;
Kohn, Robert
-
1999
Persistent link: https://www.econbiz.de/10001404771
Saved in:
153
The error structure of time series cross-section hedonic models with sporadic event timing and serial
correlation
Amacher, Gregory S.
;
Hellerstein, Daniel
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10001405126
Saved in:
154
Identification and estimation of causal effects of multiple treatments under the conditional independence assumption
Lechner, Michael
-
1999
Persistent link: https://www.econbiz.de/10001407657
Saved in:
155
Instrumental variable estimation based on mean absolute deviation
Sakata, Shinichi
-
1998
Persistent link: https://www.econbiz.de/10001410152
Saved in:
156
Abhängigkeitsanalyse unter Einbeziehung exogener Informationen als Data Mining-Instrument
Hunscher, Matthias
-
1999
Persistent link: https://www.econbiz.de/10001376484
Saved in:
157
Volatility and
correlation
in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
158
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
159
Is implied
correlation
worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
;
López Marín, José Alberto
-
1997
Persistent link: https://www.econbiz.de/10001380840
Saved in:
160
A general method to estimate correlated discrete random variables
Ophem, Hans van
- In:
Econometric theory
15
(
1999
)
2
,
pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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