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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Estimation and inference under non-stationarity
Qiu, Tian Tian - 2008
Persistent link: https://www.econbiz.de/10011574093
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Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria - 2019
Persistent link: https://www.econbiz.de/10012172917
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Essays on asset prices and macroeconomic fundamentals
Chen, Wenjuan - 2013
Persistent link: https://www.econbiz.de/10010222480
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Essays on empirical term structure modeling
Zhao, Feng - 2004
Persistent link: https://www.econbiz.de/10003387673
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Power prices : a regime-switching spot/forward price model with Kim filter estimation
Blöchlinger, Lea - 2008
Persistent link: https://www.econbiz.de/10003756235
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Essays in asset pricing
Orlowski, Piotr - 2017
Persistent link: https://www.econbiz.de/10011931494
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258