Narrow search
Showing 1 - 10 of 16
Cover Image
Extreme dependence in the NASDAQ and S&P 500 composite indexes
Galbraith, John; Zernov, Serguei - In: Applied financial economics 19 (2009) 13, pp. 1019-1028
Persistent link: https://www.econbiz.de/10008265153
Cover Image
Extreme dependence in the NASDAQ and S&P 500 composite indexes
Galbraith, John; Zernov, Serguei - In: Applied financial economics 19 (2009) 13-15, pp. 1019-1028
Persistent link: https://www.econbiz.de/10008284596
Cover Image
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
Galbraith, John; Ullah, Aman; Zinde-Walsh, Victoria - In: Econometric reviews 21 (2002) 2, pp. 205-220
Persistent link: https://www.econbiz.de/10006893913
Cover Image
Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 66 (1995) 1-2, pp. 349-356
Persistent link: https://www.econbiz.de/10006798470
Cover Image
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148
Persistent link: https://www.econbiz.de/10010137747
Cover Image
Properties and estimation of asymmetric exponential power distribution
Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86
Persistent link: https://www.econbiz.de/10008170379
Cover Image
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
Zinde-Walsh, Victoria - In: Econometric theory 24 (2008) 3, pp. 696-725
Persistent link: https://www.econbiz.de/10007992757
Cover Image
Estimation and Inference in Econometrics
Zinde-Walsh, Victoria; Davidson, Russell; MacKinnon, … - In: Econometric theory 11 (1995) 3, pp. 631-636
Persistent link: https://www.econbiz.de/10007007237
Cover Image
Non- and semi-parametric estimation in models with unknown smoothness
Kotlyarova, Yulia; Zinde-Walsh, Victoria - In: Economics letters 93 (2006) 3, pp. 379-386
Persistent link: https://www.econbiz.de/10007383367
Cover Image
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 5, pp. 1172-1196
Persistent link: https://www.econbiz.de/10006972582