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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Commodities as assets and consumption goods : implications for the valuation of commodity futures
Markert, Viola - 2006
Persistent link: https://www.econbiz.de/10003313613
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Practicing econometrics : essays in method and application
Griliches, Zvi - 1998
Persistent link: https://www.econbiz.de/10000647168
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On the accuracy of VaR estimates based on the variance-covariance approach
Dave, Rakhal D. - In: Risk measurement, econometrics and neural networks : …, (pp. 189-232). 1998
Persistent link: https://www.econbiz.de/10001305354
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How fast do economies converge?
Evans, Paul D. - In: The review of economics and statistics 79 (1997) 2, pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
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The unbiased forward rate hypothesis re-examined
Naka, Atsuyuki - In: Journal of international money and finance 14 (1995) 6, pp. 857-867
Persistent link: https://www.econbiz.de/10001194447
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Strongly dependent economic time series : theory and applications
Tieslau, Margie A. - 1992
Persistent link: https://www.econbiz.de/10000987055
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Reexamining the likelihood of extreme returns in international stock market
Wang, Yun-Yi; Kao, Tzu-Chuan; Lin, Chu-Hsiung; Wei, Tsun-Jen - In: Investment management and financial innovations 12 (2015) 4, pp. 106-114
Persistent link: https://www.econbiz.de/10011575057