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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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Predictive behavior : an experimental study
Brennscheidt, Gunnar - 1993
Persistent link: https://www.econbiz.de/10000877906
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Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M. - 1997
Persistent link: https://www.econbiz.de/10000978697
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Uniform consistency of modified kernel estimators in nonparametric multivariate VARCH-models
Cron, Axel - 1995
Persistent link: https://www.econbiz.de/10000916732
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A non parametric analysis of distributions of household income and attributes
Hildenbrand, Werner - 1998
Persistent link: https://www.econbiz.de/10000993338
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Combination of forecasts : a bibliography
Trenkler, Götz (contributor); Gotu, Butte (contributor) - 1998
Persistent link: https://www.econbiz.de/10000672971
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The M-competition forecast data
Klapper, Matthias; Wenzel, Thomas - 1998
Persistent link: https://www.econbiz.de/10000672974
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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SEMIFAR models
Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001366045