Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 21-30 within 32 documents
A comparison of biased simulation schemes for stochastic volatility models [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.177-194
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.124-130
A test of non-identifying restrictions and confidence regions for partially identified parameters [journal article]
Source: Journal of Econometrics, 152 (2009) 2. p.186-196
Investment strategies in the long run with proportional transaction costs and HARA utility function [journal article]
Source: Quantitative Finance, 9 (2009) 2. p.231-242
A likelihood ratio test for stationarity of rating transitions [journal article]
Source: Journal of Econometrics, 155 (2009) 2. p.188-194
Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk? [journal article]
Source: Applied Economics, 43 (2009) 2. p.243-258
Estimating the degree of interventionist policies in the run-up to EMU [journal article]
Source: Applied Economics, 43 (2009) 2. p.207-218
Enhanced policy iteration for American options via scenario selection [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.135-146
A Wald test for the cointegration rank in nonstationary fractional systems [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.178-189
Analysis of the rebalancing frequency in log-optimal portfolio selection [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.221-234