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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000902084
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System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10000909000
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Power comparisons of tests of linear and loglinear regression models
Kobayashi, Masahito - 1995
Persistent link: https://www.econbiz.de/10000909006
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Identifiability of cointegrated systems
Boswijk, Herman Peter - 1995
Persistent link: https://www.econbiz.de/10000909278
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Almost sure convergence in extreme value theory
Cheng, Shihong; Peng, Liang; Qi, Yongcheng - 1995
Persistent link: https://www.econbiz.de/10000910423
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Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910491
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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Restrictions on the credibility matrix in the regression credibility model
Dannenburg, Dennis Ramon - 1995
Persistent link: https://www.econbiz.de/10000913278
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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396