Narrow search
Showing 1 - 10 of 7,965
Cover Image
Cross-country productivity comparisons : the "revealed superiority" approach
Bar-Shira, Ziv; Finkelshtain, Israel; Simhon, Avi - In: Journal of economic growth 8 (2003) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10001824059
Cover Image
Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
Cover Image
Periodic long-memory GARCH models
Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco - In: Econometric reviews 28 (2009) 1/3, pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
Cover Image
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Cover Image
Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
Cover Image
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo; Néri, Breno de Andrade Pinheiro - In: Econometric reviews 29 (2010) 3, pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Cover Image
Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2011
Persistent link: https://www.econbiz.de/10009559404
Cover Image
Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Cover Image
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Cover Image
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495