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Empirical essays on divorce and child investment

Nunley, John M. - 2008

Persistent link: https://www.econbiz.de/10011573793

Marriage, working spouses, and male wage volatility

You, Hye Mi - In: The Korean economic review 34 (2018) 1, pp. 101-115

Persistent link: https://www.econbiz.de/10011950705

Conditional leptokurtosis and non-linear dependence in exchange rate returns

Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601

Persistent link: https://www.econbiz.de/10001246740

False EUR exchange rates vs. DKK, CHF, JPY and USD : what is a strong currency?

Ivanova, Kristinka; Ausloos, Marcel - In: Empirical science of financial fluctuations : the …, (pp. [51]-60). 2002

Persistent link: https://www.econbiz.de/10001679230

Estimating the Yield-Curve - An Implied Volatility Approach (in Danish)

Madsen, Claus Anderskov - 2009

), Constantinides (1992), Beaglehole and Tenney (1991) and Longstaff and Schwartz (1991). The estimation of the unknown parameter vector … volatility structure that arise from such an estimation. In that connection we analyse the relationship between the estimated …

Persistent link: https://www.econbiz.de/10014203118

Improving the measurement of earnings dynamics

Daly, Moira; Hryshko, Dmytro; Manovskii, Iourii - In: International economic review 63 (2022) 1, pp. 95-124

Persistent link: https://www.econbiz.de/10012820712

Buying first of selling first in housing markets

Moen, Espen R.; Nenov, Plamen T.; Sniekers, Florian - 2015

Persistent link: https://www.econbiz.de/10010482954

Asymmetric stochastic volatility in Central and Eastern European stock markets

Hepsag, Aycan - In: Theoretical and applied economics : GAER review 23 (2016) 2, pp. 135-144

Persistent link: https://www.econbiz.de/10011564448

Improving the measurement of earnings dynamics

Daly, Moira; Hryshko, Dmytro; Manovskii, Iourii - 2016

Persistent link: https://www.econbiz.de/10011585749

Improving the Measurement of Earnings Dynamics

Daly, Moira - 2016

The stochastic process for earnings is the key element of incomplete markets models in modern quantitative macroeconomics. We show that a simple modification of the canonical process used in the literature leads to a dramatic improvement in the measurement of earnings dynamics in administrative...

Persistent link: https://www.econbiz.de/10012455742