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An Intuitive Derivation of a S...
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Time series analysis
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Saikkonen, Pentti
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Stock, James H.
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Feng, Yuanhua
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Australien / Bureau of Statistics
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
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Economics letters
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239
Journal of forecasting
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of applied econometrics
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Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
74
CREATES research paper
71
Applied economics letters
70
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
59
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
53
Oxford bulletin of economics and statistics
53
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
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European journal of operational research : EJOR
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The econometrics journal
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Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
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SFB 649 discussion paper
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Econometrics : open access journal
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The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf
-
1992
Persistent link: https://www.econbiz.de/10000834763
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2
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
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Rev
Persistent link: https://www.econbiz.de/10000841635
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
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4
Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.
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Goulielmos, Matina A.
- In:
International journal of transport economics : IJTE
35
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2008
)
3
,
pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
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Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
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6
A new methodology to derive a bank's maturity structure using accounting-based time series information
Entrop, Oliver
;
Memmel, Christoph
;
Wilkens, Marco
; …
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 299-304)
.
2007
Persistent link: https://www.econbiz.de/10003471218
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7
Modelling and forecasting temperature based weather derivatives
Svec, J.
;
Stevenson, Maxwell John
- In:
Global finance journal
18
(
2007
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
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Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter
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-
2006
Persistent link: https://www.econbiz.de/10003494301
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9
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
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pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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