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A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah, (2021)
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel, (2020)
Alternative dimensional reduction methods on the example of data preprocessing to build a ship exhaust model
Dramski, Mariusz, (2022)
Generalized LM tests for functional form and heteroscedasticity
Yang, Zhenlin, (2008)
Econometric forecasting and high-frequency data analysis
Mariano, Roberto S., (2008)
Nonlife actuarial models : theory, methodes and evaluation
Tse, Yiu Kuen, (2009)