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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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Globalization and knowledge spillover
international direct investment, exports and patents -
Model selection and testing of conditional and stochastic volatility models
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GFC-robust risk management strategies under the basel accord
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Asymmetry and long memory in volatility modelling
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Article influence score
= 5YIF divided by 2 -
Combining non-replicable forecast
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What makes a great journal great in economics?
the singer not the song -
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
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Risk management of precious metals
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Ten things we should know about time series
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Moment based estimation of smooth transition regression models with endogenous variables
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Nonlinear cointegration, misspecification and bimodality
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Robust estimation and forecasting of the capital asset pricing model
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A trinomial test for paired data when there are many ties
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Journal impact factor versus eigenfactor and article influence