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151
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
152
Stochastic optimization of retirement portfolio asset allocations and withdrawals
Stout, R. G.
- In:
Financial services review : the journal of individual …
17
(
2008
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003756637
Saved in:
153
Market valuation, pension fund policy and contribution volatility
Rooij, Maarten van
;
Siegmann, Adriaan Hendrik
;
Vlaar, …
- In:
De economist : Netherlands economic review ; quarterly …
156
(
2008
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10003758377
Saved in:
154
Value at risk models
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003758439
Saved in:
155
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
156
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie
;
Schmidt, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003759970
Saved in:
157
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.
;
Florax, Raymond J. G. M.
;
Groot, Henri …
-
2007
Persistent link: https://www.econbiz.de/10003644178
Saved in:
158
Nonparametric estimation of the costs of non-sequential search
Moraga-González, José Luis
;
Sándor, Zsolt
; …
-
2007
Persistent link: https://www.econbiz.de/10003645046
Saved in:
159
A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van
;
Pennings, Enrico
;
Smit, Han T. J.
-
2008
Persistent link: https://www.econbiz.de/10003645082
Saved in:
160
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2007
Persistent link: https://www.econbiz.de/10003645182
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