EconStor >

Search Results

 
for  

Results 21-30 of 111.


Item hits:

DateTitle Authors
2005 Incorporating prediction and estimation risk in point-in-time credit portfolio modelsHamerle, Alfred / Knapp, Michael / Liebig, Thilo / Wildenauer, Nicole
2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return VolatilityAndersen, Torben G. / Bollerslev, Tim / Francis X. Diebold,
2004 Realized beta: Persistence and predictabilityAndersen, Torben G. / Bollerslev, Tim / Diebold, Francis X. / Wu, Jin
2012 Fat-Tail Distributions and Business-Cycle ModelsAscari, Guido / Fagiolo, Giorgio / Roventini, Andrea
2014 Minimum distance estimation of dynamic models with errors-in-variablesGospodinov, Nikolay / Komunjer, Ivana / Ng, Serena
2013 Posterior inference in curved exponential families under increasing dimensionsBelloni, Alexandre / Chernozhukov, Victor
2009 Hypothesis testing of multiple inequalities: The method of constraint chainingChen, Le-Yu / Szroeter, Jerzy
2013 Posterior inference in curved exponential families under increasing dimensionsBelloni, Alexandre / Chernozhukov, Victor
2012 Testing multiple inequality hypotheses: A smoothed indicator approachChen, Le-Yu / Szroeter, Jerzy
2006 Empirical models of imperfect competition: A discussionEinav, Liran / Nevo, Aviv

Back 1 2 3 4 5 6 7 8 9 10 11 12 Next