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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1994
Persistent link: https://www.econbiz.de/10000560199
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Telecommunications network externalities and regional development : empirical evidence
Capello, Roberta; Nijkamp, Peter - 1994
Persistent link: https://www.econbiz.de/10000151670
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Outlier robust GMM estimation of leverage determinants
Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994
Persistent link: https://www.econbiz.de/10000151692
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Network industries, economic stability and spatial integration
Button, Kenneth; Nijkamp, Peter - 1997
Persistent link: https://www.econbiz.de/10000675025
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The regulation of input related externalities with heterogenous firms
Verhoef, Erik T.; Nijkamp, Peter - 1997
Persistent link: https://www.econbiz.de/10000953518
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Exogenous and endogenous spatial growth models
Bal, Frans; Nijkamp, Peter - 1997
Persistent link: https://www.econbiz.de/10000956282
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Network industries, economic stability and spatial integration
Button, Kenneth John; Nijkamp, Peter - 1997
Persistent link: https://www.econbiz.de/10000960560
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A general framework for observation driven time-varying parameter models
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003787160
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A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew; Koopman, Siem Jan; Lucas, André - 2010
Persistent link: https://www.econbiz.de/10003973316
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Modeling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Vaart, Aad W. van der; Lucas, André - 2006
Persistent link: https://www.econbiz.de/10003392203