| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Editorial Board
|
|
|
1997
|
81 |
1 |
p. ii-
1 p.
|
artikel
|
| 2 |
Efficient estimation in semiparametric GARCH models
|
Drost, Feike C.
|
|
1997
|
81 |
1 |
p. 193-221
29 p.
|
artikel
|
| 3 |
Estimation of stochastic volatility models with diagnostics
|
Gallant, A.Ronald
|
|
1997
|
81 |
1 |
p. 159-192
34 p.
|
artikel
|
| 4 |
Impulse response analysis in infinite order cointegrated vector autoregressive processes
|
Lütkepohl, Helmut
|
|
1997
|
81 |
1 |
p. 127-157
31 p.
|
artikel
|
| 5 |
Local parametric analysis of hedging in discrete time
|
Bossaerts, Peter
|
|
1997
|
81 |
1 |
p. 243-272
30 p.
|
artikel
|
| 6 |
Local polynomial estimators of the volatility function in nonparametric autoregression
|
Härdle, W.
|
|
1997
|
81 |
1 |
p. 223-242
20 p.
|
artikel
|
| 7 |
Nonlinear stochastic trends
|
Granger, Clive W.J.
|
|
1997
|
81 |
1 |
p. 65-92
28 p.
|
artikel
|
| 8 |
Nonparametric dynamic modelling
|
Lütkepohl, Helmut
|
|
1997
|
81 |
1 |
p. 1-5
5 p.
|
artikel
|
| 9 |
Rank tests for unit roots
|
Breitung, Jörg
|
|
1997
|
81 |
1 |
p. 7-27
21 p.
|
artikel
|
| 10 |
Recognizing changing seasonal patterns using artificial neural networks
|
Franses, Philip Hans
|
|
1997
|
81 |
1 |
p. 273-280
8 p.
|
artikel
|
| 11 |
Testing cointegration in infinite order vector autoregressive processes
|
Saikkonen, Pentti
|
|
1997
|
81 |
1 |
p. 93-126
34 p.
|
artikel
|
| 12 |
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
|
Bierens, Herman J.
|
|
1997
|
81 |
1 |
p. 29-64
36 p.
|
artikel
|
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