Search Results - subject:"Analysis of covariance"

Essays on financial economics and econometrics

Wu, Jin - 2005

Persistent link: https://www.econbiz.de/10003384696

Credit for small farmers in Africa revisited : pathologies and remedies

Binswanger, Hans P.; Brink, Rogerius Johannes Eugenius … - In: Savings and development : quarterly review 29 (2005) 3, pp. 275-292

Persistent link: https://www.econbiz.de/10003229571

Das Minimum-Varianz-Portfolio und seine Bedeutung für die Anlagepraxis

Staehle, Hubertus - 2005

Persistent link: https://www.econbiz.de/10003563000

Smooth correlation estimation with application to portfolio credit risk

Weißbach, Rafael; Rosenow, Bernd - In: Classification - the ubiquitous challenge : proceedings …, (pp. 474-481). 2005

Persistent link: https://www.econbiz.de/10003569573

Risikoanalyse eines REX-Portfolios mit historisch geschätzter Varianz-Kovarianz-Matrix

Zimmerer, Thomas - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 34 (2005) 12, pp. 1501-1507

Persistent link: https://www.econbiz.de/10003226865

Inflación y crecimiento : un modelo de covarianza condicional para la Argentina

Lanteri, Luis N. - In: El trimestre económico 72 (2005) 288, pp. 823-845

Este trabajo analiza los efectos de la incertidumbre de las tasas de crecimiento del producto real (PIB real) y de las tasas de inflación en las tasas promedio de crecimiento del producto y de la inflación, empleando datos trimestrales de la Argentina, correspondientes a los tres decenios...

Persistent link: https://www.econbiz.de/10003144070

Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns

Malik, Farooq; Ewing, Bradley T.; Payne, James E. - In: The Canadian journal of economics 38 (2005) 3, pp. 1037-1056

Persistent link: https://www.econbiz.de/10003153875

A realized variance for the whole day based on intermittent high-frequency data

Hansen, Peter Reinhard; Lunde, Asger - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 525-554

Persistent link: https://www.econbiz.de/10003154305

Properties of bias-corrected realized variance under alternative sampling schemes

Oomen, Roel C. A. - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 555-577

Persistent link: https://www.econbiz.de/10003154307

Testing for causality in variance in the presence of breaks

Dijk, Dick van; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 89 (2005) 2, pp. 193-199

Persistent link: https://www.econbiz.de/10003172055