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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
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A second moment approach to probabilistic IRR using Taylor series
Kim, Byung-cheol; Reinschmidt, Kenneth F. - In: The engineering economist : a journal devoted to the … 57 (2012) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10009526049
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Simple diagnostic procedures for modeling financial time series
Palm, Franz C. - In: Allgemeines statistisches Archiv : AStA ; journal of … 81 (1997) 1, pp. 85-101
Persistent link: https://www.econbiz.de/10001217274
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Stochastic trends, deterministic trends, and business cycle turning points
Gordon, Stephen F. - In: Journal of applied econometrics 12 (1997) 4, pp. 411-434
Persistent link: https://www.econbiz.de/10001223745
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A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
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A reexamination of finite- and infinite-variance distributions as models of daily stock returns
Tucker, Alan L. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10001120243
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A predictive test of the NBD model that controls for non-stationarity
Tibrewala, Vikas; Buchanan, Bruce - 1988
Persistent link: https://www.econbiz.de/10011877904
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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1990
Persistent link: https://www.econbiz.de/10000784451