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Estimation
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Caporale, Guglielmo Maria
112
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108
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Härdle, Wolfgang
68
Heckman, James J.
66
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54
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50
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49
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46
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46
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44
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43
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41
Egger, Peter
41
Chan, Joshua
39
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38
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38
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38
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37
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35
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35
Bollerslev, Tim
35
Gupta, Rangan
35
Kilian, Lutz
33
Rose, Andrew
33
Todorov, Viktor
33
Attanasio, Orazio P.
32
Feenstra, Robert C.
32
Jenkins, Stephen
32
MacDonald, Ronald
32
Engle, Robert F.
31
Pierdzioch, Christian
31
Rubio-Ramírez, Juan Francisco
31
Taylor, Alan M.
31
Taylor, Mark P.
31
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30
Redding, Stephen
30
Stambaugh, Robert F.
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National Bureau of Economic Research
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OECD
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Verlag Dr. Kovač
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Australian National University / Faculty of Economics and Commerce
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Journal of international money and finance
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of banking & finance
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Finance research letters
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International review of economics & finance : IREF
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CESifo Working Paper Series
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The review of economics and statistics
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Applied financial economics
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ECONIS (ZBW)
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1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Nonparametric prediction for univariate spatial data : methods and applications
Arancibia, Rodrigo García
;
Llop, Pamela
;
Lovatto, Mariel
- In:
Papers in regional science : the journal of the …
102
(
2023
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10014342459
Saved in:
3
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
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4
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
5
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe
-
2000
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
Saved in:
6
A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo
;
Polasek, Wolfgang
- In:
Optimization, dynamics, and economic analysis : essays …
,
(pp. 389-400)
.
2000
Persistent link: https://www.econbiz.de/10001497195
Saved in:
7
The economic threshold with a stochastic pest population : a real options approach
Saphores, Jean-Daniel
- In:
American journal of agricultural economics
82
(
2000
)
3
,
pp. 541-555
Persistent link: https://www.econbiz.de/10001500407
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8
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
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9
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
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10
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
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