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Empirical models for evaluating errors in fitting extremes of a probability distribution
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Econometric methodology and the philosophy of science
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The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
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Prediction and accommodation in econometric modelling
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Evaluating combined non-replicable forecasts
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What makes a great journal great in the sciences?
which came first, the chicken or the egg? -
Dynamic conditional correlations for asymmetric processes
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Structure and asymptotic theory for nonlinear models with GARCH errors
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Moment restriction-based econometric methods
an overview -
Robust estimation and forecasting of the capital asset pricing model
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Journal impact factor versus eigenfactor and article influence
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Alternative asymmetric stochastic volatility models
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
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Evaluating combined non-replicable forecasts
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What makes a great journal great in the sciences?
which came first, the chicken or the egg? -
Dynamic conditional correlations for asymmetric processes
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Testing the Box-Cox parameter for an integrated process
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Structure and asymptotic theory for nonlinear models with GARCH Errors
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How does Zinfluence affect article influence?
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Moment based estimation of smooth transition regression models with endogenous variables
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Forecasting realized volatility with linear and nonlinear models
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
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Crude oil hedging strategies using dynamic multivariate GARCH
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Conditional correlations and volatility spillovers between crude oil and stock index returns
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Do we really need both BEKK and DCC?
a tale of two multivariate GARCH models