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A new hedonic regression for real estate prices applied to the Singapore residential market
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Robust testing for explosive behavior with strongly dependent errors
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Weak identification of long memory with implications for inference
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Robust testing for explosive behavior with strongly dependent errors
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On the optimal forecast with the fractional Brownian motion
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Finite sample comparison of alternative estimators for fractional Gaussian noise
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Multivariate stochastic volatility models based on generalized Fisher transformation
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A panel clustering approach to analyzing bubble behavior
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A panel clustering approach to analyzing bubble behavior
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Hypothesis testing via posterior-test-based Bayes factors
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Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
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On the spectral density of fractional Ornstein-Uhlenbeck process
approximation, estimation, and model comparison -
Random coefficient continuous systems
testing for extreme sample path behaviour -
Exact Gaussian estimation of continuous time models of the term structure of interest rates
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BUGS for a Bayesian analysis of stochastic volatility models
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Gaussian estimation of continuous time models of the short term interest rate
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Weak identification of long memory with implications for inference
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Deviance information criterion as a model comparison criterion for stochastic volatility models
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A class of nonlinear stochastic volatility models
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Forecasting volatility
evidence from the German stock market -
Do topics diffuse from core to periphery journals?
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A test and its application in modelling daily stock returns
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Efficient estimation of the stochastic volatility model by the empirical characteristic function method
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Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
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Empirical characteristic function in time series estimation