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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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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Essays in empirical finance : volatility, interdependencies, and risk in emerging markets
Johansson, Anders C. - 2007
Persistent link: https://www.econbiz.de/10013382940
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Applications of Bayesian econometrics to financial economics
Bengtsson, Christoffer - 2006
Persistent link: https://www.econbiz.de/10003366664
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GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen - 2018
Persistent link: https://www.econbiz.de/10011994459
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Bayesian analysis of latent variable models in finance
Barra, István - 2016
Persistent link: https://www.econbiz.de/10011534212
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Unit roots and cointegration in panel data models
Madsen, Edith - 2004
Persistent link: https://www.econbiz.de/10002018675