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1
Exponential-affine diffusion term structure models : dimension, time-homogeneity, and stochastic volatility
Nunes, João Pedro Vidal
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2000
Persistent link: https://www.econbiz.de/10001623482
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2
Kalman-Filter basierte ML-Schätzung affiner, zeithomogener Faktormodelle der Zinsstruktur am bundesdeutschen Rentenmarkt
Schwaar, Christian
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1999
Persistent link: https://www.econbiz.de/10001353301
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3
An introduction to wavelets and other filtering methods in finance and economics
Gençay, Ramazan
;
Selçuk, Faruk
;
Whitcher, Brandon
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2002
Persistent link: https://www.econbiz.de/10001581851
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4
Theorie und Empirie flexibler Wechselkurse : eine ökonometrische Untersuchung mit Methoden der Kointegration und der multivariaten Zeitreihenanalyse
Gerhards, Tilmann
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1994
Persistent link: https://www.econbiz.de/10000415959
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Landwirtschaft und Makroökonomie : Abbildung ausgewählter Zusammenhänge mit vektorautoregressiven Modellen
Kuhl, Michaela
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1998
Persistent link: https://www.econbiz.de/10000673271
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6
Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003679356
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7
How to solve the price puzzle? : a meta-analysis
Rusnak, Marek
;
Havránek, Tomáš
;
Horváth, Roman
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10009715116
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8
Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
-
2006
Persistent link: https://www.econbiz.de/10003028229
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9
The determinants and behaviour of capital flows in emerging market economics
Senatla, Lesedi S.
-
2001
Persistent link: https://www.econbiz.de/10001688973
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10
Exchange rate and output dynamics in Mexico : an econometric study
Yazgan, M. Ege
-
2001
Persistent link: https://www.econbiz.de/10001627372
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