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Bibliography on time series and stochastic processes : an international team project
Wold, Herman O. A. (contributor) - 1966 - Repr. with corr
Persistent link: https://www.econbiz.de/10001666076
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List of principal statistical series available
Great Britain / Central Statistical Office - 1965
Persistent link: https://www.econbiz.de/10002977264
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Operational risk management for hedge funds
Huber, Claus; Imfeld, Daniel - In: Hedge funds : structure, strategies, and performance, (pp. 320-343). 2017
Persistent link: https://www.econbiz.de/10012253334
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Constitutional foundations of economic freedom: a time-series cross-section analysis
DeVanssay, Xavier; Hildebrand, Vincent A.; Spindler, Zane A. - In: Constitutional political economy 16 (2005) 4, pp. 327-346
Persistent link: https://www.econbiz.de/10003236840
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Shaking the tree : an agency-theoretic model of asset pricing
Shorish, Jamsheed; Spear, Stephen E. - In: Essays in dynamic general equilibrium theory ; …, (pp. 243-265). 2004
Persistent link: https://www.econbiz.de/10002576152
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Shaking the tree : an agency-theoretic model of asset pricing
Shorish, Jamsheed; Spear, Stephen E. - In: Annals of finance 1 (2005) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10002615401
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Time series analysis of a principal-agent model to assess risk shifting in agricultural marketing channels : an application to the Dutch ware potato marketing channel
Kuwornu, John K. M.; Kuiper, W. Erno; Pennings, Joost M. E. - In: Role of institutions in rural policies and agricultural …, (pp. 255-271). 2004
Persistent link: https://www.econbiz.de/10002759577
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Beyond reward expectancy : how do periodic incentive payments influence the temporal dynamics of performance?
Frankort, Hans T. W.; Avgoustaki, Argyro - In: Journal of management 48 (2022) 7, pp. 2075-2107
Persistent link: https://www.econbiz.de/10013396176
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121