Suchergebnisse für das Fachgebiet:
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Ergebnisse 1-10 innerhalb von 169 Dokumenten
Price Discovery in the Presence of Boundedly Rational Agents [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 3. S.235-249
Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics' [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 156 (2009) 1. S.25-26
A Multifactor Volatility Heston Model [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 6. S.591-604
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 153 (2009) 2. S.105-121
Tests and confidence intervals for a class of scientometric, technological and economic specialisation ratios [Zeitschriftenartikel]
Quelle: Applied Economics, 43 (2009) 8. S.941-950
Rose effect and the euro: is the magic gone? [Zeitschriftenartikel]
Quelle: Review of World Economics, 146 (2010) 2. S.241-261
Consistent estimation of a general nonparametric regression function in time series [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 152 (2009) 1. S.70-78
A comparison of two model averaging techniques with an application to growth empirics [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 154 (2009) 2. S.139-153
The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 1. S.63-74
Consistent noisy independent component analysis [Zeitschriftenartikel]
Quelle: Journal of Econometrics, 149 (2009) 1. S.12-25