| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Closing the GARCH gap: Continuous time GARCH modeling
|
Drost, Feike C.
|
|
1996
|
74 |
1 |
p. 31-57
27 p.
|
artikel
|
| 2 |
Editorial Board
|
|
|
1996
|
74 |
1 |
p. ii-
1 p.
|
artikel
|
| 3 |
Editor's introduction: Asymmetries and nonlinearities in dynamic economic models
|
Burgess, Simon
|
|
1996
|
74 |
1 |
p. 1-2
2 p.
|
artikel
|
| 4 |
Fractionally integrated generalized autoregressive conditional heteroskedasticity
|
Baillie, Richard T.
|
|
1996
|
74 |
1 |
p. 3-30
28 p.
|
artikel
|
| 5 |
Impulse response analysis in nonlinear multivariate models
|
Koop, Gary
|
|
1996
|
74 |
1 |
p. 119-147
29 p.
|
artikel
|
| 6 |
Nonlinear interest rate dynamics and implications for the term structure
|
Pfann, Gerard A.
|
|
1996
|
74 |
1 |
p. 149-176
28 p.
|
artikel
|
| 7 |
Qualitative and asymptotic performance of SNP density estimators
|
Fenton, Victor M.
|
|
1996
|
74 |
1 |
p. 77-118
42 p.
|
artikel
|
| 8 |
Testing the adequacy of smooth transition autoregressive models
|
Eitrheim, Øyvind
|
|
1996
|
74 |
1 |
p. 59-75
17 p.
|
artikel
|
| 9 |
Volume, volatility, and leverage: A dynamic analysis
|
Tauchen, George
|
|
1996
|
74 |
1 |
p. 177-208
32 p.
|
artikel
|
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