Narrow search
Showing 111 - 120 of 734,577
Cover Image
Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 1999
Persistent link: https://www.econbiz.de/10001425214
Cover Image
Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael (contributor); Melino, Angelo (contributor) - 1999
Persistent link: https://www.econbiz.de/10001425246
Cover Image
Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Cover Image
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430824
Cover Image
Implementing no-arbitrage term structure of interest rate models in discrete time when interest rates are normally distributed
Grant, Dwight M.; Vora, Gautam - In: The journal of fixed income 8 (1999) 4, pp. 85-98
Persistent link: https://www.econbiz.de/10001432413
Cover Image
Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo - In: Journal of econometrics 95 (2000) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
Cover Image
Systematic sampling and real exchange rates
Sarno, Lucio - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 136 (2000) 1, pp. 24-57
Persistent link: https://www.econbiz.de/10001461995
Cover Image
Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000
Persistent link: https://www.econbiz.de/10001464665
Cover Image
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.; Ng, Serena - In: Journal of econometrics 96 (2000) 2, pp. 231-266
Persistent link: https://www.econbiz.de/10001468767