Suchergebnisse für das Fachgebiet:
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Ergebnisse 1-10 innerhalb von 32 Dokumenten
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 153 (2009) 2. S.105-121
Rose effect and the euro: is the magic gone? [Zeitschriftenartikel]
Quelle: Review of World Economics, 146 (2010) 2. S.241-261
A comparison of two model averaging techniques with an application to growth empirics [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 154 (2009) 2. S.139-153
Goodness of fit for lattice processes [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 151 (2009) 2. S.113-128
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [Zeitschriftenartikel]
Quelle: Quantitative Finance, 6 (2006) 2. S.125-145
Euro area inflation: aggregation bias and convergence [Zeitschriftenartikel]
Quelle: Review of World Economics, 146 (2010) 2. S.339-357
Regression density estimation using smooth adaptive Gaussian mixtures [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 153 (2009) 2. S.155-173
Sequential conditional correlations: Inference and evaluation [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 153 (2009) 2. S.122-132
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 2. S.119-133
A test of cross section dependence for a linear dynamic panel model with regressors [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 148 (2009) 2. S.149-161