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Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322235
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Bayesian unit root testing : the effect of choice of prior on test outcome
Xia, Charley; Griffiths, William E. - 2012
Persistent link: https://www.econbiz.de/10009625581
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Matrix-state particle filter for wishart stochastic volatility processes
Casarin, Roberto; Sartore, Domenico - 2007
Persistent link: https://www.econbiz.de/10003912295
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Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong; Joshi, Mark S. - 2012
Persistent link: https://www.econbiz.de/10009553205
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Computing the distributions of economic models via simulation
Stachurksi, John (contributor) - 2005
Persistent link: https://www.econbiz.de/10003145177
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Bayesian assessment of Lorenz and stochastic dominance using a mixture of gamma densities
Lander, David; Gunawan, David; Griffiths, William E.; … - 2016
Persistent link: https://www.econbiz.de/10011521957
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Detecting convergence clubs
Beylunioglu, Fuat C.; Stengos, Thanasēs; Yazgan, … - 2016
Persistent link: https://www.econbiz.de/10011488333
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Instrument-free identification and estimation of the differentiated products models
Byrne, David P.; Imai, Susumu; Sarafidis, Vasilis; … - 2015
Persistent link: https://www.econbiz.de/10011339341
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Hybrid choice models vs. endogeneity of indicator variables : a Monte Carlo investigation
Budziński, Wiktor; Czajkowski, Mikołaj - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2018
Persistent link: https://www.econbiz.de/10011926550
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Bayesian assessment of Lorenz and stochastic dominance
Lander, David; Gunawan, David; Griffiths, William; … - 2017
Persistent link: https://www.econbiz.de/10011745376