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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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The joint density of two functionals of a Brownian motion
Abadir, Karim Maher - 1994
Persistent link: https://www.econbiz.de/10000895295
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A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
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Strategic advance production
Poddar, Sougata; Sasaki, Dan - 2001
Persistent link: https://www.econbiz.de/10001616575
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Strategic inventories in two-period oligopoly
Mollgaard, H. Peter; Poddar, Sougata; Sasaki, Dan - 2000
Persistent link: https://www.econbiz.de/10001542555
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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.; Tzavalis, Elias - 1995
Persistent link: https://www.econbiz.de/10000912747
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A note on discontinous value functions and strategies in affine-quadratic differential games
Jensen, Henrik; Lockwood, Ben - 1995
Persistent link: https://www.econbiz.de/10000943450
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Trade flows and spatial effects : the gravity model revisited
Carrington, Anca - 2000
Persistent link: https://www.econbiz.de/10001512617
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 1999
Persistent link: https://www.econbiz.de/10001398338