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Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol; Palm, Franz C. - In: Journal of empirical finance 17 (2010) 2, pp. 177-180
Persistent link: https://www.econbiz.de/10008387163
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Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of empirical finance 17 (2010) 2, pp. 180-195
Persistent link: https://www.econbiz.de/10008387162
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Combining forecasts using optimal combination weight and generalized autoregression The views expressed in this paper are those of the author and not necessarily those of the Deutsche Bundesbank.
Kurz-Kim, Jeong-Ryeol - In: Journal of forecasting 27 (2008) 5, pp. 419-432
Persistent link: https://www.econbiz.de/10008085290
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What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia; Kurz-Kim, Jeong-Ryeol - In: Economics letters 118 (2013) 2, pp. 342-346
Persistent link: https://www.econbiz.de/10010067636
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Taylor rule revisited : from an econometric point of view
Kurz, Claudia; Kurz-Kim, Jeong-ryeol - In: Review of economics & finance (2011) 3, pp. 46-51
Persistent link: https://www.econbiz.de/10010030106
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Sources of asymmetry in production factor dynamics
Palm, Franz C.; Pfann, Gerard A. - In: Journal of econometrics 82 (1998) 2, pp. 361-392
Persistent link: https://www.econbiz.de/10006790186
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Bayesian model selection and prediction with empirical applications: Comments
Palm, Franz C. - In: Journal of econometrics 69 (1995) 1, pp. 333-336
Persistent link: https://www.econbiz.de/10006797923
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Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles
Hecq, Alain; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10006451885
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Stochastic implications of the lite cycle consumption model under rational habit formation
Winder, Carlo C.A.; Palm, Franz C. - In: Recherches économiques de Louvain 62 (1996) 3-4, pp. 403-412
Persistent link: https://www.econbiz.de/10006322854
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Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates
Hoogstrate, André J.; Palm, Franz C.; Pfann, Gerard A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 274-283
Persistent link: https://www.econbiz.de/10008217763