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subject:"Theorie"
isPartOf:"Journal of the Royal Statistical Society"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"The journal of futures markets"
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Journal of the Royal Statistical Society
The journal of futures markets
Economics letters
380
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284
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239
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195
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138
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136
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131
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123
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79
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ECONIS (ZBW)
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1
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
2
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
3
Valuation of a European futures option in the BIFFEX market
Tvedt, Jostein
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10001239195
Saved in:
4
Estimating cash settlement price : the bootstrap and other estimators
Cita, John
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 617-632
Persistent link: https://www.econbiz.de/10001228030
Saved in:
5
A note on modified lattice approaches to option pricing
Easton, Stephen Andrew
- In:
The journal of futures markets
16
(
1996
)
5
,
pp. 585-594
Persistent link: https://www.econbiz.de/10001202903
Saved in:
6
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
7
Nonparametric transformations for both sides of a regression model
Nychka, Douglas W.
- In:
Journal of the Royal Statistical Society
57
(
1995
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10001183033
Saved in:
8
Multivariate discriminant analysis and maximum penalized likelihood density estimation
Granville, Vincent
- In:
Journal of the Royal Statistical Society
57
(
1995
)
3
,
pp. 501-517
Persistent link: https://www.econbiz.de/10001183035
Saved in:
9
Automated kernel smoothing of dependent data by using time series cross-validation
Hart, Jeffrey D.
- In:
Journal of the Royal Statistical Society
56
(
1994
)
3
,
pp. 529-542
Persistent link: https://www.econbiz.de/10001160559
Saved in:
10
Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald
- In:
The journal of futures markets
14
(
1994
)
8
,
pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
Saved in:
11
On Edgeworth expansion and bootstrap confidence bands in nonparametric curve estimation
Hall, Peter
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 291-304
Persistent link: https://www.econbiz.de/10001137133
Saved in:
12
Detecting heteroscedasticity in nonparametric regression
Eubank, Randall L.
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10001137139
Saved in:
13
Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001137140
Saved in:
14
Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
Saved in:
15
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
16
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
17
Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B.
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
Saved in:
18
The theoretical source of autocorrelation in forward and futures price relationships
Polakoff, Michael A.
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 459-473
Persistent link: https://www.econbiz.de/10001128523
Saved in:
19
One-step bootstrapping for smooth iterative procedures
Schucany, William R.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
3
,
pp. 587-596
Persistent link: https://www.econbiz.de/10001115411
Saved in:
20
Semiparametric estimation in logistic measurement error models
Carroll, Raymond J.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
3
,
pp. 573-585
Persistent link: https://www.econbiz.de/10001115412
Saved in:
21
Likelihood and cost as path integrals
Whittle, Peter
- In:
Journal of the Royal Statistical Society
53
(
1991
)
3
,
pp. 505-529
Persistent link: https://www.econbiz.de/10001115413
Saved in:
22
Grouped likelihood for the shifted power transformation
Atkinson, Anthony C.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10001115414
Saved in:
23
Nonparametric regression : optimal local bandwidth choice
Vieu, Philippe
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 453-464
Persistent link: https://www.econbiz.de/10001115415
Saved in:
24
Sound confidence intervals in the heteroscedastic linear model through releveraging
Dorfman, Alan H.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001115416
Saved in:
25
Computing extended maximum likelihood estimates for linear parameter models
Clarkson, Douglas B.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001115418
Saved in:
26
Error model diagnostics in the general linear model relevant to the analysis of repeated measurements and field experiments
Cullis, Brian R.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
2
,
pp. 409-416
Persistent link: https://www.econbiz.de/10001115420
Saved in:
27
Jackknifing linerar estimating equations : asymptotic theory and applications in stochastic processes
Lele, Subhash
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001115421
Saved in:
28
Existence of maximum likelihood estimates for interval-censored data from some three-parameter models with a shifted origin
Nakamura, Takafusa
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 211-220
Persistent link: https://www.econbiz.de/10001115423
Saved in:
29
Multiperiod hedging using futures : a risk minimization approach in the presence of autocorrelation
Howard, Charles T.
- In:
The journal of futures markets
11
(
1991
)
6
,
pp. 697-710
Persistent link: https://www.econbiz.de/10001116056
Saved in:
30
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001101543
Saved in:
31
Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression
Elam, Emmett
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10001104840
Saved in:
32
Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression
Heaney, John
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 603-612
Persistent link: https://www.econbiz.de/10001110882
Saved in:
33
Testing unbiasedness in futures markets : a clarification
Hein, Scott E.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 555-562
Persistent link: https://www.econbiz.de/10001094580
Saved in:
34
Approximate interval probabilities
Barndorff-Nielsen, Ole E.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 485-496
Persistent link: https://www.econbiz.de/10001095381
Saved in:
35
Alternative smoothed bootstraps
Young, G. Alastair
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 477-484
Persistent link: https://www.econbiz.de/10001095382
Saved in:
36
On likelihood ratio tests for threshold autoregression
Chan, K. S.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 469-476
Persistent link: https://www.econbiz.de/10001095383
Saved in:
37
On use of the EM algorithm for penalized likelihood estimation
Green, Peter J.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 443-452
Persistent link: https://www.econbiz.de/10001095387
Saved in:
38
Models for exceedances over high thresholds
Davison, Anthony C.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 393-442
Persistent link: https://www.econbiz.de/10001095388
Saved in:
39
Score tests in generalized linear measurement error models
Stefanski, Leonard A.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001085324
Saved in:
40
A simple method for the adjustment of profile likelihoods
MacCullagh, Peter
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10001085327
Saved in:
41
Continuum regression : cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression
Stone, Mervyn
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 237-269
Persistent link: https://www.econbiz.de/10001085329
Saved in:
42
Jackknifing weighted least squares estimators
Shao, Jun
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 139-156
Persistent link: https://www.econbiz.de/10001094886
Saved in:
43
A fast improvement to the EM algorithm on its own terms
Meilijson, Isaac
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 127-138
Persistent link: https://www.econbiz.de/10001094887
Saved in:
44
Partial separation in logistic discrimination
Lesaffre, E.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 109-116
Persistent link: https://www.econbiz.de/10001094893
Saved in:
45
Estimating weighted integrals of the second-order intensity of a spatial point process
Berman, Mark
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10001094896
Saved in:
46
On the optimality of some tests of the error covariance matrix in the linear regression model
Honda, Yuzo
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 71-79
Persistent link: https://www.econbiz.de/10001094905
Saved in:
47
Generalized linear models with varying dispersion
Smyth, Gordon K.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10001094907
Saved in:
48
A method for the estimation and identification of transfer function model
Poskitt, Donald Stephen
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001094908
Saved in:
49
On the use of marginal likelihood in time series model estimation
Tunnicliffe-Wilson, Granville
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001094909
Saved in:
50
Variance function estimation in regression : the effect of estimating the mean
Hall, Peter
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10001094910
Saved in:
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