Search Results - subject:"Component Model."

Song, Seuck; Jung, Byoung - In: Statistical Papers 43 (2002) 4, pp. 551-566

Persistent link: https://www.econbiz.de/10004970885

McMillan, David; Speight, Alan - In: The European Journal of Finance 8 (2002) 1, pp. 70-92

adequately characterized by a component model which decomposes volatility into short-run effects which dominate intra-day periods …

Persistent link: https://www.econbiz.de/10005632838

Häggström, Erling - In: Statistical Papers 43 (2002) 2, pp. 177-196

Persistent link: https://www.econbiz.de/10005167175

Le Bihan, Hervé; Sédillot, Franck - In: Empirical economics : a journal of the Institute for … 27 (2002) 3, pp. 473-497

Persistent link: https://www.econbiz.de/10001685245

Butter, Frank A. G. den; Koopman, Siem Jan - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 2, pp. 273-296

Persistent link: https://www.econbiz.de/10001594753

Kolodziejak, André M. - In: Private Versicherung und soziale Sicherung : …, (pp. 359-370). 2001

Persistent link: https://www.econbiz.de/10001587327

Funke, Michael - In: Währung und wirtschaftliche Entwicklung : Festschrift …, (pp. 189-208). 2000

Persistent link: https://www.econbiz.de/10001501980

McMillan, David G; Speight, Alan EH - Centre for Research into Industry, Enterprise, Finance … - 1998

adequately characterised by a component model which decomposes volatility into short-run effects which dominate intra-day periods …

Persistent link: https://www.econbiz.de/10005696988

Higuchi, T. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 3, pp. 469-492

Persistent link: https://www.econbiz.de/10005169212

Krzanowski, W. - In: Journal of Classification 7 (1990) 1, pp. 81-98

Persistent link: https://www.econbiz.de/10005376150

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