EconStor >

Search Results

 
for  

Results 91-100 of 524.


Item hits:

DateTitle Authors
2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t InnovationsArdia, David / Hoogerheide, Lennart F.
2008 Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem / Smith, L. Vanessa / Yamagata, Takashi
2011 Divergent Priors and well Behaved Bayes FactorsStrachan, Rodney W. / van Dijk, Herman K.
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2009 Panel cointegration testing in the presence of a time trendDroge, Bernd / Örsal, Deniz Dilan Karaman
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance SamplingHoogerheide, Lennart / van Dijk, Herman K.
2010 Efficient Bayesian Estimation and Combination of GARCH-Type ModelsArdia, David / Hoogerheide, Lennart F.
2011 Hedge ratios for short and leveraged ETFsSchubert, Leo
2010 Multivariate Wishart Stochastic Volatility ModelsGribisch, Bastian / Liesenfeld, Roman

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 Next