Narrow search
Showing 1 - 10 of 11,678
Cover Image
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción; Galeano, Pedro; Ghosh, Pulak - In: European journal of operational research : EJOR 232 (2014) 2, pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Cover Image
Identification of social interaction effects in financial data
Jang, Tae-Seok - In: Computational economics 45 (2015) 2, pp. 207-238
Persistent link: https://www.econbiz.de/10011325722
Cover Image
Who benefits from financial development? : new methods, new evidence
Henderson, Daniel J.; Papageorgiou, Chris; Parmeter, … - In: European economic review : EER 63 (2013), pp. 47-67
Persistent link: https://www.econbiz.de/10010233902
Cover Image
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix; Giudici, Paolo; Hashem, Shatha … - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Cover Image
Financial competence, risk presentation and retirement portfolio preferences
Bateman, Hazel; Eckert, Christine; Geweke, John; … - In: Journal of pension economics and finance 13 (2014) 1, pp. 27-61
Persistent link: https://www.econbiz.de/10010251299
Cover Image
Existence of an equilibrium in incomplete markets with discrete choices and many markets
Halket, Jonathan - 2012
Persistent link: https://www.econbiz.de/10009544689
Cover Image
Nonlinear and nonparametric methods for analyzing financial time series
Franke, Jürgen - In: Operations research proceedings 1998 : selected papers …, (pp. 271-282). 1999
Persistent link: https://www.econbiz.de/10001437551
Cover Image
Sequential control of non-stationary processes by nonparametric kernel control charts
Schmid, Wolfgang; Steland, Ansgar - 1999
Persistent link: https://www.econbiz.de/10001404443
Cover Image
EmmPack 1.01 : C/C++ code for use with ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 3, pp. 77-94
Persistent link: https://www.econbiz.de/10001769667
Cover Image
Microeconomic models for long memory in the volatility of financial time series
Kirman, Alan P. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 4, pp. 281-302
Persistent link: https://www.econbiz.de/10001769757