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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni - In: Computational economics 55 (2020) 2, pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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The effect of technology and demand shocks on structural and industrial dynamics : evidence from Austrian manufacturing
Hölzl, Werner (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002550439
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Failure rates for new Canadian firms : new perspectives on entry and exit
Baldwin, John R. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001462685
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Wie viel bringt eine verbesserte Produktionsprogrammplanung auf der Grundlage einer systematischen Auswertung empirischer Zeitreihen? : Die Bedeutung von Prognosemodellen bei der O...
Mußhoff, Oliver; Hirschauer, Norbert - In: Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, … 55 (2006) 4, pp. 175-187
Persistent link: https://www.econbiz.de/10003328379
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Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
Raknerud, Arvid; Skare, Øivind - 2009
Persistent link: https://www.econbiz.de/10003912053
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Flexible modeling of dependence in volatility processes
Kalli, Maria; Griffin, Jim - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
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Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.; Ramezani, Cyrus A. - In: Annals of financial economics 9 (2014) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł; Koopman, Siem Jan; Lucas, André - In: Journal of empirical finance 29 (2014), pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy; Mumtaz, Haroon; Pinter, Gabor - 2015
Persistent link: https://www.econbiz.de/10011312174
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Density and conditional distribution based specification analysis
Duong, Diep; Swanson, Norman R. - 2013
of the conditional density is unknown are introduced, and related continuous time simulation methods are introduced … (possibly misspecified) diffusion models. In particular, we generalize simulation Steps outlined in Cai and Swanson (2011) to …
Persistent link: https://www.econbiz.de/10009766693