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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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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Epistemology in economics : three notes
Blankmeyer, Eric - 1994
Persistent link: https://www.econbiz.de/10000891600
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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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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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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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Stochastic modelling of social processes
Diekmann, Andreas (contributor); Mitter, Peter (contributor) - 1984
Persistent link: https://www.econbiz.de/10000688225
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Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao; Judge, George G.; Zellner, Arnold - 1970
Persistent link: https://www.econbiz.de/10000028012