| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A genetic algorithm estimation of the term structure of interest rates
|
Gimeno, Ricardo
|
|
2009
|
53 |
6 |
p. 2236-2250
15 p.
|
artikel
|
| 2 |
An efficient method of estimating the true value of a population characteristic from its discrepant estimates
|
Swamy, P.A.V.B.
|
|
2009
|
53 |
6 |
p. 2378-2389
12 p.
|
artikel
|
| 3 |
A new approach to bootstrap inference in functional coefficient models
|
Herwartz, H.
|
|
2009
|
53 |
6 |
p. 2155-2167
13 p.
|
artikel
|
| 4 |
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
|
Grossi, Luigi
|
|
2009
|
53 |
6 |
p. 2251-2263
13 p.
|
artikel
|
| 5 |
Asymmetric multivariate normal mixture GARCH
|
Haas, Markus
|
|
2009
|
53 |
6 |
p. 2129-2154
26 p.
|
artikel
|
| 6 |
Bayesian causal effects in quantiles: Accounting for heteroscedasticity
|
Chen, Cathy W.S.
|
|
2009
|
53 |
6 |
p. 1993-2007
15 p.
|
artikel
|
| 7 |
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria
|
Ando, Tomohiro
|
|
2009
|
53 |
6 |
p. 1925-1939
15 p.
|
artikel
|
| 8 |
Bootstrapping long memory tests: Some Monte Carlo results
|
Murphy, A.
|
|
2009
|
53 |
6 |
p. 2325-2334
10 p.
|
artikel
|
| 9 |
Calibration of a path-dependent volatility model: Empirical tests
|
Foschi, Paolo
|
|
2009
|
53 |
6 |
p. 2219-2235
17 p.
|
artikel
|
| 10 |
Contents
|
|
|
2009
|
53 |
6 |
p. vi-viii
nvt p.
|
artikel
|
| 11 |
Editorial Board
|
|
|
2009
|
53 |
6 |
p. iii-v
nvt p.
|
artikel
|
| 12 |
Efficient estimation of copula-GARCH models
|
Liu, Yan
|
|
2009
|
53 |
6 |
p. 2284-2297
14 p.
|
artikel
|
| 13 |
Efficient importance sampling for ML estimation of SCD models
|
Bauwens, L.
|
|
2009
|
53 |
6 |
p. 1974-1992
19 p.
|
artikel
|
| 14 |
Estimating stochastic volatility models using daily returns and realized volatility simultaneously
|
Takahashi, Makoto
|
|
2009
|
53 |
6 |
p. 2404-2426
23 p.
|
artikel
|
| 15 |
Finite sample multivariate tests of asset pricing models with coskewness
|
Beaulieu, Marie-Claude
|
|
2009
|
53 |
6 |
p. 2008-2021
14 p.
|
artikel
|
| 16 |
Flexible estimation of wage distributions in the presence of covariates
|
Febrer, Antonia
|
|
2009
|
53 |
6 |
p. 2189-2200
12 p.
|
artikel
|
| 17 |
Functional modelling of volatility in the Swedish limit order book
|
Elezović, Suad
|
|
2009
|
53 |
6 |
p. 2107-2118
12 p.
|
artikel
|
| 18 |
Implied volatility in oil markets
|
Borovkova, Svetlana
|
|
2009
|
53 |
6 |
p. 2022-2039
18 p.
|
artikel
|
| 19 |
Indirect estimation of elliptical stable distributions
|
Lombardi, Marco J.
|
|
2009
|
53 |
6 |
p. 2309-2324
16 p.
|
artikel
|
| 20 |
Indirect estimation of α -stable stochastic volatility models
|
Lombardi, Marco J.
|
|
2009
|
53 |
6 |
p. 2298-2308
11 p.
|
artikel
|
| 21 |
Information importance of predictors: Concept, measures, Bayesian inference, and applications
|
Retzer, J.J.
|
|
2009
|
53 |
6 |
p. 2363-2377
15 p.
|
artikel
|
| 22 |
Leverage, heavy-tails and correlated jumps in stochastic volatility models
|
Nakajima, Jouchi
|
|
2009
|
53 |
6 |
p. 2335-2353
19 p.
|
artikel
|
| 23 |
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity
|
Chen, Baoline
|
|
2009
|
53 |
6 |
p. 2061-2074
14 p.
|
artikel
|
| 24 |
New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank
|
Godolphin, J.D.
|
|
2009
|
53 |
6 |
p. 2119-2128
10 p.
|
artikel
|
| 25 |
Online analysis of time series by the Q n estimator
|
Nunkesser, Robin
|
|
2009
|
53 |
6 |
p. 2354-2362
9 p.
|
artikel
|
| 26 |
Optimal tests against the alternative hypothesis of panel unit roots
|
Lee, Yonghee
|
|
2009
|
53 |
6 |
p. 2275-2283
9 p.
|
artikel
|
| 27 |
Robust PCA for skewed data and its outlier map
|
Hubert, Mia
|
|
2009
|
53 |
6 |
p. 2264-2274
11 p.
|
artikel
|
| 28 |
Semiparametric multivariate density estimation for positive data using copulas
|
Bouezmarni, T.
|
|
2009
|
53 |
6 |
p. 2040-2054
15 p.
|
artikel
|
| 29 |
Simulated minimum Hellinger distance estimation of stochastic volatility models
|
Takada, Teruko
|
|
2009
|
53 |
6 |
p. 2390-2403
14 p.
|
artikel
|
| 30 |
Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution
|
Taufer, Emanuele
|
|
2009
|
53 |
6 |
p. 2427-2437
11 p.
|
artikel
|
| 31 |
Solving models with inequalities using standard econometric software
|
ten Cate, Arie
|
|
2009
|
53 |
6 |
p. 2055-2060
6 p.
|
artikel
|
| 32 |
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model
|
Figà-Talamanca, Gianna
|
|
2009
|
53 |
6 |
p. 2201-2218
18 p.
|
artikel
|
| 33 |
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study
|
Fantazzini, Dean
|
|
2009
|
53 |
6 |
p. 2168-2188
21 p.
|
artikel
|
| 34 |
The fourth special issue on Computational Econometrics
|
Belsley, David A.
|
|
2009
|
53 |
6 |
p. 1923-1924
2 p.
|
artikel
|
| 35 |
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach
|
Chiarella, Carl
|
|
2009
|
53 |
6 |
p. 2075-2088
14 p.
|
artikel
|
| 36 |
Type I and type II fractional Brownian motions: A reconsideration
|
Davidson, James
|
|
2009
|
53 |
6 |
p. 2089-2106
18 p.
|
artikel
|
| 37 |
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure
|
Bauer, Dietmar
|
|
2009
|
53 |
6 |
p. 1954-1973
20 p.
|
artikel
|
| 38 |
Using the bootstrap for finite sample confidence intervals of the log periodogram regression
|
Arteche, Josu
|
|
2009
|
53 |
6 |
p. 1940-1953
14 p.
|
artikel
|
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