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Robust inference
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Handbook of applied econometrics and statistical inference
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Bioenvironmental and public health statistics
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Cross-sectional methods and applications
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Econometric analysis of financial markets
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Handbook of econometrics ; Vol. 4
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Statistical methods in finance
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Handbook of econometrics ; Vol. 2
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Handbook of research methods and applications in empirical macroeconomics
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New directions in spatial econometrics
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30th anniversary edition
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Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
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Handbook of econometrics ; Vol. 1
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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The Oxford handbook of panel data
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Advances in economics and econometrics: theory and applications ; Vol. 3
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Advances in spatial econometrics : methodology, tools and applications
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Essays in honor of Subal Kumbhakar
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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Fast and flexible libor model pricing : two-stage Monte Carlo and on-the-fly payoff processing
Auer, M.
;
Biffl, S.
- In:
Computational finance and its applications III : …
,
(pp. 23-31)
.
2008
Persistent link: https://www.econbiz.de/10003713242
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Feasible estimation of the long term interest rate dynamics by nonlinear techniques
Fink, S.
;
Walde, J.
- In:
Computational finance and its applications III : …
,
(pp. 43-50)
.
2008
Persistent link: https://www.econbiz.de/10003713251
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3
Computation and asymptotic properties of estimated coherent risk measures
Miller, D. J.
;
Kim, M.
- In:
Computational finance and its applications III : …
,
(pp. 175-184)
.
2008
Persistent link: https://www.econbiz.de/10003713310
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4
Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C.
;
Zhao, Yonggan
;
Consigli, Giorgio
; …
- In:
Handbook of financial engineering
,
(pp. 231-244)
.
2008
Persistent link: https://www.econbiz.de/10003753679
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Developments in conjoint analysis
Rao, Vithala R.
- In:
Handbook of marketing decision models
,
(pp. 23-53)
.
2008
Persistent link: https://www.econbiz.de/10003755258
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6
Loss estimation models and metrics
Eguchi, Ronald T.
;
Seligson, Hope A.
- In:
Risk assessment, modeling and decision support : …
,
(pp. 135-170)
.
2008
Persistent link: https://www.econbiz.de/10003647454
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7
Additional considerations in loss estimation : [responses to Eguchi and Seligson's paper "Loss estimation models and metrics"]
Peacock, Walter Gillis
- In:
Risk assessment, modeling and decision support : …
,
(pp. 175-179)
.
2008
Persistent link: https://www.econbiz.de/10003647474
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8
Abductive inference with probablistic graphic models
Borgelt, Christian
- In:
Business intelligence : methods and applications ; …
,
(pp. 105-121)
.
2007
Persistent link: https://www.econbiz.de/10003764519
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9
Regression analysis
Račev, Svetlozar T.
;
Mittnik, Stefan
;
Fabozzi, Frank J.
; …
-
2008
Persistent link: https://www.econbiz.de/10003765829
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10
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
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