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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911268
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Markov chain Monte Carlo in state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000878114
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Testing covariance stationarity of heavy-tailed economic time series
Loretan, Mico - 1991
Persistent link: https://www.econbiz.de/10000880475
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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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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The reappraisal of econometrics
Hamouda, Omar F. (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000963731
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The distribution of speculative price changes
Yang, Seung-ryong - 1989
Persistent link: https://www.econbiz.de/10000857473
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Athens Conference on Applied Probability and Time Series Analysis
1996
Persistent link: https://www.econbiz.de/10000981761
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425