Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 1-10 within 33 documents
Rose effect and the euro: is the magic gone? [journal article]
Source: Review of World Economics, 146 (2010) 2. p.241-261
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
A comparison of two model averaging techniques with an application to growth empirics [journal article]
Source: Journal of Econometrics, 154 (2009) 2. p.139-153
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.119-133
Die Lohnquote – ein ambivalenter Indikator für soziale Gerechtigkeit und ökonomische Effizienz [journal article]
Source: Sozialer Fortschritt, 53 (2004) 2. p.45-52
Euro area inflation: aggregation bias and convergence [journal article]
Source: Review of World Economics, 146 (2010) 2. p.339-357
Goodness of fit for lattice processes [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.113-128
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.125-145
A test of cross section dependence for a linear dynamic panel model with regressors [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.149-161
Regression density estimation using smooth adaptive Gaussian mixtures [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.155-173