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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion

Sriananthakumar, Sivagowry; Silvapulle, Paramsothy - In: Applied financial economics 18 (2008) 4/6, pp. 267-273

Persistent link: https://www.econbiz.de/10003739092

RATS handbook to accompany introductory econometrics for finance

Brooks, Chris - 2009 - 1. publ.

Persistent link: https://www.econbiz.de/10003739833

Multivariate contemporaneous threshold autoregressive models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007

Persistent link: https://www.econbiz.de/10003740624

Multivariate forecast evaluation and rationality testing

Komunjer, Ivana (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003741004

A note on simplicial depth function

Romanazzi, Mario - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 3, pp. 235-253

Persistent link: https://www.econbiz.de/10003741216

Motivation for what? : a multivariate dynamic perspective of the criterion

Dalal, Reeshad D.; Hulin, Charles L. - In: Work motivation : past, present, and future, (pp. 63-100). 2008

Persistent link: https://www.econbiz.de/10003742532

Nonlinear modeling of target leverage with latent determinant variables : new evidence on the trade-off theory

Sabiwalsky, Ralf (contributor) - 2008

The trade-off theory on capital structure is tested by modelling the capital structure target as the solution to a … determinants. In contrast, the framework applied here allows for a direct test: results confirm the trade-off theory for small and … medium-sized firms, but not for large firms. -- Capital structure ; nonlinear ; latent variables ; trade-off theory …

Persistent link: https://www.econbiz.de/10003770815

Quantile residuals for multivariate models

Kalliovirta, Leena (contributor) - 2008

Persistent link: https://www.econbiz.de/10003784945

Multivariate multifractal models : estimation of parameters and applications to risk management

Liu, Ruipeng - 2008

Persistent link: https://www.econbiz.de/10003778163

Bankenrating : Einsatz empirisch-induktiver Ratingverfahren zur aufsichtlichen Erkennung bestandsgefährdeter Universalbanken

Günter, Jan Roland - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003779890