Similar Search Results

Market microstructure effects on the direct measurement of the early exercise premium in S&P 500 index options

Dueker, Michael; Miller, Thomas W. - 1996

Persistent link: https://www.econbiz.de/10000962973

Directly measuring early exercise premiums using American and European S&P 500 Index options

Dueker, Michael; Miller, Thomas W. - In: The journal of futures markets 23 (2002) 3, pp. 287-313

Persistent link: https://www.econbiz.de/10001765120

Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions

Dueker, Michael (contributor) - 2001 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001962982

The practice boundaries of advanced practice nurses : an economic and legal analysis

Dueker, Michael; Spurr, Stephen J.; Jacox, Ada K.; … - 2005

Persistent link: https://www.econbiz.de/10003344903

Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications

Dueker, Michael (contributor); Sola, Martin (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001983084

Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models

Dueker, Michael (contributor) - 2005

"A pair of simple modifications to the Kalman filter recursions makes possible the filtering of models in which one or more state variables is truncated normal. Such recursions are broadly applicable to macroeconometric models that have one or more probit-type equation, such as vector...