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Nonlinear ensemble models to predict oil reserves and stock market returns in the presence of inherent uncertainty
Fiévet, Lucas - 2017
Persistent link: https://www.econbiz.de/10011858142
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Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng - 1987
Persistent link: https://www.econbiz.de/10000167721
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Essays on the empirics of international financial markets
Sádaba, Bárbara María - 2016
Persistent link: https://www.econbiz.de/10011415306
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Prices and expectations : essays in international finance and monetary economics
Wang, Likun - 2015
Persistent link: https://www.econbiz.de/10011391315
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Dynamic semiparametric factor model in applications to fMRI and interest rates
Majer, Piotr - 2015
Persistent link: https://www.econbiz.de/10010486403
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Studies in macroeconomic dynamics
DeLint, Christel Rendu - 1999
Persistent link: https://www.econbiz.de/10001541706
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Essays on the term structure of interest rates and long-run risks
Hasseltoft, Henrik - 2009
Persistent link: https://www.econbiz.de/10003918843
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Essays on the dynamic interaction of expectations, monetary policy and the term structure of interest rates
Chun, Albert Lee - 2007
Persistent link: https://www.econbiz.de/10009693124
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Essays on return predictability and term structure modelling
Fux, Sebastian - 2014
Persistent link: https://www.econbiz.de/10010359451
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Bayesian density forecasting with applications to call center data and financial time series
Weinberg, Jonathan - 2006
Persistent link: https://www.econbiz.de/10003973880