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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício - 2007
Persistent link: https://www.econbiz.de/10003583088
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Three Essays on the Econometrics of Survey Expectations Data
Mokinski, Frieder - 2014
This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data … survey expectations data in forecasting. … understanding of economic dynamics. Second, survey data provide information that is otherwise unavailable, e.g. the economic …
Persistent link: https://www.econbiz.de/10010464269
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Connecting macroeconomic theory to the data : methods and applications
Bäurle, Gregor - 2009
Persistent link: https://www.econbiz.de/10003919869
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Ein neues grafisches und formales Verfahren zur Überprüfung der Normalverteilungsannahme
Ruwe, Mark - 2002
Persistent link: https://www.econbiz.de/10001656648
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Abhängigkeitsanalyse unter Einbeziehung exogener Informationen als Data Mining-Instrument
Hunscher, Matthias - 1999
Persistent link: https://www.econbiz.de/10001376484
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Essays on financial contagion and regime shifts
Li, Huimin - 2004
Persistent link: https://www.econbiz.de/10003387282
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Essays on financial economics
Pinheiro, Marcelo de Albuquerque - 2003
Persistent link: https://www.econbiz.de/10003628557
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Efficient importance sampling in applied econometrics
Moura, Guilherme Valle - 2009
Persistent link: https://www.econbiz.de/10003963709
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Time-varying correlation and common structures in volatility
Liu, Yang - 2016
Persistent link: https://www.econbiz.de/10011556381