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Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2000

Persistent link: https://www.econbiz.de/10001534272

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 2000

Persistent link: https://www.econbiz.de/10001534279

Arch and bilinearity as competing models for nonlinear dependence

Bera, Anil K.; Higgins, Matthew Lawrence - 1994

Persistent link: https://www.econbiz.de/10000909583

Arch and bilinearity as competing models for nonlinear dependence

Bera, Anil K.; Higgins, Matthew Lawrence - 1993

Persistent link: https://www.econbiz.de/10000865972

Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches

Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998

Persistent link: https://www.econbiz.de/10000988606

ARCH and bilinearity as competing models for nonlinear dependence

Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50

Persistent link: https://www.econbiz.de/10001214314

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001605760

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001626756

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10001655807

On Some Optimality Properties of Fisher-Rao Score Function in Testing and Estimation

Bera, Anil K.; Bilias, Yannis - 2001

The score function is associated with some optimality features in statistical inference. This review article looks on the central role of the score in testing and estimation. The maximization of the power in testing and the quest for efficiency in estimation lead to score as a guiding principle....

Persistent link: https://www.econbiz.de/10014135566