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Conditional moment estimation of nonlinear equation systems : with an application to an oligopoly model of cooperative R & D
Inkmann, Joachim - 2001
Persistent link: https://www.econbiz.de/10001511553
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Modelling nonlinearities in the German stock market
Robé, Sophie - 1999
Persistent link: https://www.econbiz.de/10001356393
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Infrastructure spending and economic growth: time series evidence on a non-linear relationship for Germany
Neumann, Thorsten - 2001
Persistent link: https://www.econbiz.de/10001591601
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The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias; Härdle, Wolfgang; Villa, Christophe - 2001
Persistent link: https://www.econbiz.de/10001609556
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Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan; Neumann, Thorsten - 1999
Persistent link: https://www.econbiz.de/10001557002
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Time-series evidence on the nonlinearity hypothesis for public spending
Mittnik, Stefan; Neumann, Thorsten - In: Economic inquiry : journal of the Western Economic … 41 (2003) 4, pp. 565-573
Persistent link: https://www.econbiz.de/10001827148
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - 2002
Persistent link: https://www.econbiz.de/10001668610
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Exploring credit data
Müller, Marlene; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730369
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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.; Härdle, Wolfgang; Villa, Christophe - In: Review of derivatives research 6 (2003) 3, pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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Exploring credit data
Müller, Marlene; Härdle, Wolfgang - In: Credit risk : measurement, evaluation and management ; …, (pp. 157-173). 2003
Persistent link: https://www.econbiz.de/10002001903