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A distribution generating equation for unit-root statistics
Abadir, Karim Maher - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 305-323
Persistent link: https://www.econbiz.de/10001330272
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The limiting distribution of the t ratio under a unit root
Abadir, Karim Maher - In: Econometric theory 11 (1995) 4, pp. 775-793
Persistent link: https://www.econbiz.de/10001192725
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On the asymptotic power of unit root tests
Abadir, Karim Maher - In: Econometric theory 9 (1993) 2, pp. 189-221
Persistent link: https://www.econbiz.de/10001143739
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto; Rockinger, Michael - 1987 - Rev
Persistent link: https://www.econbiz.de/10000738177
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Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric; Rockinger, Michael - 1997
Persistent link: https://www.econbiz.de/10000972674
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Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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New extreme-value dependance measures and finance applications
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan - 2001
Persistent link: https://www.econbiz.de/10001564644
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629391