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Codependence in cointegrated autoregressive models

JOURNAL ARTICLE published January 2007 in Journal of Applied Econometrics

Authors: Christoph Schleicher

Parameterizing Unconditional Skewness in Models for Financial Time Series

JOURNAL ARTICLE published 13 December 2007 in Journal of Financial Econometrics

Authors: C. He | A. Silvennoinen | T. Terasvirta

A Statistical Inquiry into the Plausibility of Recursive Utility

JOURNAL ARTICLE published 11 July 2007 in Journal of Financial Econometrics

Authors: A. R. Gallant | H. Hong

Optimal discrimination designs for exponential regression models

JOURNAL ARTICLE published August 2007 in Journal of Statistical Planning and Inference

Authors: Stefanie Biedermann | Holger Dette | Andrey Pepelyshev

Introduction

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Preface

OTHER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

References

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Appendix

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Statistical inference of some financial time series models

DISSERTATION published

Authors: Sai-man, Simon Kwok

Introduction

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Appendix C: Problems

OTHER published 23 July 2010 in GARCH Models

Some Alternative Methods of Finding the Optimal Order Quantity in Inventory Models

JOURNAL ARTICLE published March 2005 in Calcutta Statistical Association Bulletin

Authors: Ayan Chandra | S. P. Mukherjee

An efficient nonparametric estimator for models with nonlinear dependence

JOURNAL ARTICLE published March 2007 in Journal of Econometrics

Authors: Patrick Gagliardini | Christian Gouriéroux

MCMC maximum likelihood for latent state models

JOURNAL ARTICLE published April 2007 in Journal of Econometrics

Authors: Eric Jacquier | Michael Johannes | Nicholas Polson

GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

JOURNAL ARTICLE published April 2007 in Journal of Econometrics

Authors: Lung-fei Lee

Credit Rating

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Stochastic Processes

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Term Structure

BOOK CHAPTER published 26 November 2007 in Optimal Statistical Inference in Financial Engineering

Optimal designs in random coefficient cubic regression models

JOURNAL ARTICLE published November 2007 in Journal of Statistical Planning and Inference

Authors: A. Luoma | T. Nummi | Bikas K. Sinha

27 Continuous time financial models: Statistical applications of stochastic processes

BOOK CHAPTER published 1993 in Handbook of Statistics

Authors: K.R. Sawyer