nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Author index to volume 119
|
|
|
2004 |
119 |
2 |
p. 435- 1 p. |
artikel |
2 |
Dynamic factor models
|
Croux, Christophe |
|
2004 |
119 |
2 |
p. 223-230 8 p. |
artikel |
3 |
Factor representing portfolios in large asset markets
|
Sentana, Enrique |
|
2004 |
119 |
2 |
p. 257-289 33 p. |
artikel |
4 |
Forecasting with nonstationary dynamic factor models
|
Peña, Daniel |
|
2004 |
119 |
2 |
p. 291-321 31 p. |
artikel |
5 |
IFC - Inside Front Cover - Editorial Board
|
|
|
2004 |
119 |
2 |
p. IFC- 1 p. |
artikel |
6 |
Kernel-based nonlinear canonical analysis and time reversibility
|
Darolles, Serge |
|
2004 |
119 |
2 |
p. 323-353 31 p. |
artikel |
7 |
Stochastic volatility duration models
|
Ghysels, Eric |
|
2004 |
119 |
2 |
p. 413-433 21 p. |
artikel |
8 |
Temporal aggregation of volatility models
|
Meddahi, Nour |
|
2004 |
119 |
2 |
p. 355-379 25 p. |
artikel |
9 |
The generalized dynamic factor model consistency and rates
|
Forni, Mario |
|
2004 |
119 |
2 |
p. 231-255 25 p. |
artikel |
10 |
The stochastic conditional duration model: a latent variable model for the analysis of financial durations
|
Bauwens, Luc |
|
2004 |
119 |
2 |
p. 381-412 32 p. |
artikel |