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~isPartOf:"Econometric Institute research papers"
~person:"Paap, Richard"
~person:"Piterbarg, Vladimir I."
~type_genre:"Working Paper"
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Paap, Richard
Piterbarg, Vladimir I.
McAleer, Michael
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A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003179654
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2
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
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3
Discrete vs continuous time for large extremes of Gaussian processes
Piterbarg, Vladimir I.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655902
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