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Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning - 1998
Persistent link: https://www.econbiz.de/10000997987
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Estimation of continuous-time models in finance
Melino, Angelo - 1991
Persistent link: https://www.econbiz.de/10000815348
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth; Obstfeld, Maurice - 1989
Persistent link: https://www.econbiz.de/10000761140
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Exchange-rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth; Obstfeld, Maurice - 1989
Persistent link: https://www.econbiz.de/10000778244
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Can trading volume explain option prices?
Nagel, Hartmut; Schöbel, Rainer - 1998
Persistent link: https://www.econbiz.de/10000660587
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Essays on interest rates
Guttentag, Jack M. (contributor) - 1969
Persistent link: https://www.econbiz.de/10000662611
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Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000565130
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Stochastic volatility models : conditional normality versus heavy tailed distributions
Liesenfeld, Roman; Jung, Robert - 1997
Persistent link: https://www.econbiz.de/10000642314
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Langfristige Wachstumsschwankungen : Trends, Zyklen, Strukturbrüche oder Zufall?
Metz, Rainer - In: Kondratieffs Zyklen der Wirtschaft : an der Schwelle …, (pp. 283-307). 1998
Persistent link: https://www.econbiz.de/10001300969