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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010435577
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992441
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010405873
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10009578008
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Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick - 2021
Persistent link: https://www.econbiz.de/10013264907
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10013268645
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
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A two-step test procedure to decide between random- and fixed-effects specifications
Breitung, Jörg - 1992
Persistent link: https://www.econbiz.de/10000840466
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Neuere Entwicklung auf dem Gebiet ökonometrischer Strukturmodelle : strukturelle Vektorautoregression
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000996325