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Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764
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Estimation from cross-sections of integrated time-series
Adda, Jérôme; Robin, Jean-Marc - 1998
Persistent link: https://www.econbiz.de/10000988834
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The estimation of systems of joint differential-difference equations with non-integer lags
MacGarry, Joanne - 1998
Persistent link: https://www.econbiz.de/10000988846
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Zinsprognosen
Alexander, Volbert; Hohl, Hans-Werner - 1998
Persistent link: https://www.econbiz.de/10000988850
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Bond markets and macroeconomic performance
Caporale, Guglielmo Maria; Williams, Geoffrey - 1998
Persistent link: https://www.econbiz.de/10000988852
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Models of energy use : putty-putty vs. putty-clay
Atkeson, Andrew - 1997
Persistent link: https://www.econbiz.de/10000988854
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"Flexible least squares betas: the French market case"
Chauveau, Thierry; Maillet, Bertrand - 1998
Persistent link: https://www.econbiz.de/10000989212
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Portfolio selection with randomly time-varying first and second moments : the role of the instantaneous capital market line
Nielsen, Lars Tyge; Vassalou, Maria - 1998 - (Rev. version of 97/46/FIN)
Persistent link: https://www.econbiz.de/10000989380
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Nonlinearities in the demand for money : a neural network approach
Soto, Raimundo - 1997
Persistent link: https://www.econbiz.de/10000989503