13

Conditional density and value-at-risk prediction of Asian currency exchange rates

Year:
2000
Language:
english
File:
PDF, 349 KB
english, 2000
14

Regime dependence of the fiscal multiplier

Year:
2012
Language:
english
File:
PDF, 792 KB
english, 2012
16

Integral and asymptotic representations of geo-stable densities

Year:
1996
Language:
english
File:
PDF, 179 KB
english, 1996
19

The Volatility of Realized Volatility

Year:
2008
Language:
english
File:
PDF, 1.05 MB
english, 2008
25

Multivariate time series analysis with state space models

Year:
1989
Language:
english
File:
PDF, 706 KB
english, 1989
27

Maximum likelihood estimation of stable Paretian models

Year:
1999
Language:
english
File:
PDF, 1.20 MB
english, 1999
28

Option pricing for stable and infinitely divisible asset returns

Year:
1999
Language:
english
File:
PDF, 853 KB
english, 1999
29

Time-Series Evidence on the Nonlinearity Hypothesis for Public Spending

Year:
2003
Language:
english
File:
PDF, 169 KB
english, 2003
30

VaR-implied tail-correlation matrices

Year:
2014
Language:
english
File:
PDF, 411 KB
english, 2014
39

Forecasting with balanced state space representations of multivariate distributed lag models

Year:
1990
Language:
english
File:
PDF, 681 KB
english, 1990
41

Macroeconomic dynamics and econometric modelling

Year:
1987
Language:
english
File:
PDF, 257 KB
english, 1987
42

Iterative versus noniterative derivation of moving average parameters of arma processes

Year:
1988
Language:
english
File:
PDF, 233 KB
english, 1988
43

Stable distributions for asset returns

Year:
1989
Language:
english
File:
PDF, 281 KB
english, 1989
44

Modeling nonlinear processes with generalized autoregressions

Year:
1990
Language:
english
File:
PDF, 287 KB
english, 1990
45

Stable GARCH models for financial time series

Year:
1995
Language:
english
File:
PDF, 275 KB
english, 1995
46

Tail estimation of the stable index α

Year:
1996
Language:
english
File:
PDF, 291 KB
english, 1996
47

Model reduction with alternatives to the standard hankel matrix

Year:
1988
Language:
english
File:
PDF, 270 KB
english, 1988
48

Preface

Year:
1989
Language:
english
File:
PDF, 92 KB
english, 1989
50

Preface

Year:
1992
Language:
english
File:
PDF, 50 KB
english, 1992