Similar Search Results - EconBiz

Estimation and testing in models containing both jumps and conditional heteroskedasticity

Drost, Feike C.; Nijman, Theo; Werker, Bas J.M. - Tilburg University, Center for Economic Research - 1994

In this paper we develop tests for the hypothesis that a series (observed in discrete time) is generated by a diffusion process and discuss the results of these tests for several exchange rates and stock market indices. The tests of this hypothesis that have been proposed up to now in literature...

Persistent link: https://www.econbiz.de/10011092099

Temporal aggregation of GARCH processes

Drost, Feike C.; Nijman, Theo - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011092490

Temporal aggregation of GARCH processes

Drost, Feike C.; Nijman, Theo - Tilburg University, Center for Economic Research - 1992

Persistent link: https://www.econbiz.de/10011092933

A new method for estimating linear models with time varying parameters and errors in the observed data

Willemstein, A.P. - Tilburg University, School of Economics and Management - 1978

Persistent link: https://www.econbiz.de/10011099362

Expenditure versus consumption in the multi-good life cycle consumption model

Adang, P.J.M. - Tilburg University, School of Economics and Management - 1991

Persistent link: https://www.econbiz.de/10011105451

Accounting estimates as cost inputs to logistics models

Mittermaier, L.J.; Selen, W.J.; Waggoner, J.B.; Wood, W.R. - Tilburg University, School of Economics and Management - 1988

Persistent link: https://www.econbiz.de/10011105461

Equilibrium with co-ordination and exchange institutions : A comment

Spanjers, W.J.L.J. - Tilburg University, School of Economics and Management - 1990

Persistent link: https://www.econbiz.de/10011105468

Identification and estimation of household production models

Kerkhofs, M.J.M. - Tilburg University, School of Economics and Management - 1991

Persistent link: https://www.econbiz.de/10011105483

A thousand Golden Ten orbits

de Vos, J.C. - Tilburg University, School of Economics and Management - 1994

Persistent link: https://www.econbiz.de/10011105489

On M-functions and their application to input-output models

Kaper, B. - Tilburg University, School of Economics and Management - 1991

Persistent link: https://www.econbiz.de/10011105492

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