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~accessRights:"free"
~isPartOf:"Reihe Ökonomie"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~type:"book"
~type:"journal"
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Monte Carlo simulation
3
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Cointegration
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Caporale, Guglielmo Maria
Kunst, Robert M.
20
Polasek, Wolfgang
20
Winter-Ebmer, Rudolf
17
Wagner, Martin
16
Fisher, Walter H.
11
Jumah, Adusei
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Stark, Oded
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Hlouskova, Jaroslava
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Schneeweis, Nicole
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Weichselbaumer, Doris
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Dupont, Dominique Y.
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Gluščenko, Konstantin P.
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Hackl, Franz
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Nagaev, Sergei A.
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Pittis, Nikitas
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Ritzberger, Klaus
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Di Maria, Corrado
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Reihe Ökonomie
CESifo Working Paper
279
Economics and finance working paper series
178
CESifo working papers
176
CESifo Working Paper Series
132
DIW Discussion Papers
91
Discussion papers / Deutsches Institut für Wirtschaftsforschung
91
DIW Berlin Discussion Paper
87
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IZA Discussion Paper
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William Davidson Institute Working Paper
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Working Paper
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Discussion papers of interdisciplinary research project 373
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SFB 373 Discussion Paper
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THE WILLIAM DAVIDSON INSTITUTE AT THE UNIVERSITY OF MICHIGAN - Academic Working Papers
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Asset Price Dynamics
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ECONIS (ZBW)
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1
The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
2004
Persistent link: https://www.econbiz.de/10002068650
Saved in:
2
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2004
Persistent link: https://www.econbiz.de/10002068642
Saved in:
3
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
-
2004
Persistent link: https://www.econbiz.de/10002139613
Saved in:
4
Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas
;
Caporale, Guglielmo Maria
;
Pittis, …
-
2004
Persistent link: https://www.econbiz.de/10002139996
Saved in:
5
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
2004
Persistent link: https://www.econbiz.de/10002068644
Saved in:
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