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                             55 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bayesian conditional autoregressive geometric process model for range data Chan, J.S.K.
 2012
 56 11 p. 3006-3019
14 p.
 artikel
2 A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood Ardia, David
 2012
 56 11 p. 3398-3414
17 p.
 artikel
3 An application of shrinkage estimation to the nonlinear regression model Ahmed, S. Ejaz
 2012
 56 11 p. 3309-3321
13 p.
 artikel
4 A new class of independence tests for interval forecasts evaluation Araújo Santos, P.
 2012
 56 11 p. 3366-3380
15 p.
 artikel
5 Applications of the characteristic function-based continuum GMM in finance Kotchoni, Rachidi
 2012
 56 11 p. 3599-3622
24 p.
 artikel
6 A spectral estimation of tempered stable stochastic volatility models and option pricing Li, Junye
 2012
 56 11 p. 3645-3658
14 p.
 artikel
7 A wavelet-based approach to test for financial market contagion Gallegati, Marco
 2012
 56 11 p. 3491-3497
7 p.
 artikel
8 Bayesian estimation of generalized hyperbolic skewed student GARCH models Deschamps, Philippe J.
 2012
 56 11 p. 3035-3054
20 p.
 artikel
9 Bayesian inference in a Stochastic Volatility Nelson–Siegel model Hautsch, Nikolaus
 2012
 56 11 p. 3774-3792
19 p.
 artikel
10 Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market Tsay, Ruey S.
 2012
 56 11 p. 3345-3365
21 p.
 artikel
11 Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution Chen, Qian
 2012
 56 11 p. 3498-3516
19 p.
 artikel
12 Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation Kiviet, Jan F.
 2012
 56 11 p. 3567-3586
20 p.
 artikel
13 Contents 2012
 56 11 p. vi-ix
nvt p.
 artikel
14 Counterfactual distributions of wages via quantile regression with endogeneity Martinez-Sanchis, Elena
 2012
 56 11 p. 3212-3229
18 p.
 artikel
15 Covariate unit root tests with good size and power Fossati, Sebastian
 2012
 56 11 p. 3070-3079
10 p.
 artikel
16 Detection of structural breaks in linear dynamic panel data models De Wachter, Stefan
 2012
 56 11 p. 3020-3034
15 p.
 artikel
17 Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Dordonnat, Virginie
 2012
 56 11 p. 3134-3152
19 p.
 artikel
18 Dynamic risk exposures in hedge funds Billio, Monica
 2012
 56 11 p. 3517-3532
16 p.
 artikel
19 Econometric analysis of volatile art markets Bocart, Fabian Y.R.P.
 2012
 56 11 p. 3091-3104
14 p.
 artikel
20 Editorial Board 2012
 56 11 p. iii-v
nvt p.
 artikel
21 Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors Ishihara, Tsunehiro
 2012
 56 11 p. 3674-3689
16 p.
 artikel
22 Efficient bootstrap with weakly dependent processes Bravo, Francesco
 2012
 56 11 p. 3444-3458
15 p.
 artikel
23 Estimation of SEM with GARCH errors Krishnakumar, Jaya
 2012
 56 11 p. 3153-3181
29 p.
 artikel
24 Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations Luger, Richard
 2012
 56 11 p. 3198-3211
14 p.
 artikel
25 Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling Kleppe, Tore Selland
 2012
 56 11 p. 3105-3119
15 p.
 artikel
26 Forecasting with spatial panel data Baltagi, Badi H.
 2012
 56 11 p. 3381-3397
17 p.
 artikel
27 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form Nakajima, Jouchi
 2012
 56 11 p. 3241-3259
19 p.
 artikel
28 Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models Kiviet, Jan F.
 2012
 56 11 p. 3705-3729
25 p.
 artikel
29 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes Raknerud, Arvid
 2012
 56 11 p. 3260-3275
16 p.
 artikel
30 Jump robust daily covariance estimation by disentangling variance and correlation components Boudt, Kris
 2012
 56 11 p. 2993-3005
13 p.
 artikel
31 Likelihood-free Bayesian inference for α -stable models Peters, G.W.
 2012
 56 11 p. 3743-3756
14 p.
 artikel
32 Localized level crossing random walk test robust to the presence of structural breaks Alexeev, Vitali
 2012
 56 11 p. 3322-3344
23 p.
 artikel
33 Long memory and nonlinearities in realized volatility: A Markov switching approach Raggi, Davide
 2012
 56 11 p. 3730-3742
13 p.
 artikel
34 Modeling dynamic effects of promotion on interpurchase times Fok, Dennis
 2012
 56 11 p. 3055-3069
15 p.
 artikel
35 Modelling and forecasting wind speed intensity for weather risk management Caporin, Massimiliano
 2012
 56 11 p. 3459-3476
18 p.
 artikel
36 Modelling multi-output stochastic frontiers using copulas Carta, Alessandro
 2012
 56 11 p. 3757-3773
17 p.
 artikel
37 On marginal likelihood computation in change-point models Bauwens, Luc
 2012
 56 11 p. 3415-3429
15 p.
 artikel
38 On robust tail index estimation Beran, Jan
 2012
 56 11 p. 3430-3443
14 p.
 artikel
39 On the asymptotic t -test for large nonstationary panel models Trapani, Lorenzo
 2012
 56 11 p. 3286-3306
21 p.
 artikel
40 On the estimation and diagnostic checking of the ARFIMA–HYGARCH model Kwan, Wilson
 2012
 56 11 p. 3632-3644
13 p.
 artikel
41 On the estimation of dynamic conditional correlation models Hafner, Christian M.
 2012
 56 11 p. 3533-3545
13 p.
 artikel
42 On the online estimation of local constant volatilities Fried, Roland
 2012
 56 11 p. 3080-3090
11 p.
 artikel
43 Optimal control of nonlinear dynamic econometric models: An algorithm and an application Blueschke-Nikolaeva, V.
 2012
 56 11 p. 3230-3240
11 p.
 artikel
44 Recursive computation of piecewise constant volatilities Davies, Laurie
 2012
 56 11 p. 3623-3631
9 p.
 artikel
45 Robust analysis of default intensity Bellini, Tiziano
 2012
 56 11 p. 3276-3285
10 p.
 artikel
46 Robust small sample accurate inference in moment condition models Lô, Serigne N.
 2012
 56 11 p. 3182-3197
16 p.
 artikel
47 Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment Guidolin, Massimo
 2012
 56 11 p. 3546-3566
21 p.
 artikel
48 Specification tests for the error distribution in GARCH models Klar, B.
 2012
 56 11 p. 3587-3598
12 p.
 artikel
49 Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t -distribution Nakajima, Jouchi
 2012
 56 11 p. 3690-3704
15 p.
 artikel
50 Structural model of credit migration Chan, Ngai Hang
 2012
 56 11 p. 3477-3490
14 p.
 artikel
51 The Annals of Computational and Financial Econometrics, first issue Belsley, D.A.
 2012
 56 11 p. 2991-2992
2 p.
 artikel
52 The dynamics of UK and US inflation expectations Gefang, Deborah
 2012
 56 11 p. 3120-3133
14 p.
 artikel
53 The power of weather Huurman, Christian
 2012
 56 11 p. 3793-3807
15 p.
 artikel
54 The sixth special issue on computational econometrics Belsley, David A.
 2012
 56 11 p. 3307-3308
2 p.
 artikel
55 Vine copulas with asymmetric tail dependence and applications to financial return data Nikoloulopoulos, Aristidis K.
 2012
 56 11 p. 3659-3673
15 p.
 artikel
                             55 gevonden resultaten
 
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