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Switiching VARMA term structure models
Monfort, Alain; Pegoraro, Fulvio - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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Level changes in volatility models
Craioveanu, Mihaela; Hillebrand, Eric - In: Annals of finance 8 (2012) 2/3, pp. 277-308
Persistent link: https://www.econbiz.de/10009548088
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Testing for predictability in a noninvertible ARMA model
Lanne, Markku; Meitz, Mika; Saikkonen, Pentti - 2012
We develop likelihood-based tests for autocorrelation and predictability in a first order non-Gaussian and noninvertible ARMA model. Tests based on a special case of the general model, referred to as an all-pass model, are also obtained. Data generated by an all-pass process are uncorrelated...
Persistent link: https://www.econbiz.de/10009621936
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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A statistical equilibrium approach to forecasting corporate profitability
Mundt, Philipp - In: A statistical equilibrium perspective on corporate …, (pp. 95-127). 2017
Persistent link: https://www.econbiz.de/10011710561
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Banking on death : or, investing in life ; the history and future of pensions
Blackburn, Robin - 2002
Persistent link: https://www.econbiz.de/10001658313
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Social security and the stock market : how the pursuit of market magic shapes the system
Munnell, Alicia Haydock - 2006
Persistent link: https://www.econbiz.de/10013542349
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Il crack delle nostre pensioni : [che cosa ci aspetta dopo la fine dell'INPS]
Rampini, Federico - 1994 - 2. ed
Persistent link: https://www.econbiz.de/10000897263