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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Testing independence : a new approach
Belaire, Jorge; Contreras, Dulce - In: Financial modelling : with 74 tables : [a selection of …, (pp. 31-55). 2000
Persistent link: https://www.econbiz.de/10001484955
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Stochastic modelling of social processes
Diekmann, Andreas (contributor); Mitter, Peter (contributor) - 1984
Persistent link: https://www.econbiz.de/10000688225
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Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000915413
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On uniformization for dynamic nonnegative systems
Dijk, Nicolaas M. van; Rieder, Ulrich; Sladký, Karel - 1995
Persistent link: https://www.econbiz.de/10000915472
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Application of local to unity asymptotic theory to time series regression
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000915966
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Theory and applications of common features
Kozicki, Sharon - 1992
Persistent link: https://www.econbiz.de/10000917655
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924112