Narrow search
Showing 1 - 6 of 6
Cover Image
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim; Maurer, Kai-Oliver - In: The econometrics journal 3 (2000) 1, pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Cover Image
Estimating the SARS-CoV-2 infection fatality rate by data combination : the case of Germany's first wave
Dimpfl, Thomas; Sönksen, Jantje; Bechmann, Ingo; … - In: The econometrics journal 25 (2022) 2, pp. 515-530
Persistent link: https://www.econbiz.de/10013253835
Cover Image
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc; Lubrano, Michel - In: The econometrics journal 1 (1998) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Cover Image
Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V.K. - In: The econometrics journal 13 (2010) 2, pp. 218-245
Persistent link: https://www.econbiz.de/10008412174
Cover Image
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Cover Image
Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K. - In: The econometrics journal 13 (2010) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10003978517