EconStor >

Search Results

 
for  

Results 51-60 of 670.


Item hits:

DateTitle Authors
2009 A blocking and regularization approach to high dimensional realized covariance estimationHautsch, Nikolaus / Kyj, Lada M. / Oomen, Roel C.A.
2005 Predictive density evaluationCorradi, Valentina / Swanson, Norman R.
2010 Relative forecasting performance of volatility models: Monte Carlo evidenceLux, Thomas / Morales-Arias, Leonardo
2007 Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp / Kruse, Robinson
2002 Price incentives, non-price factors, and agricultural production in Sub-Saharan Africa: a cointegration analysisThiele, Rainer
2012 A flexible semiparametric model for time seriesLi, Degui / Linton, Oliver / Lu, Zudi
2010 Fractional cointegration in US term spreadsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 Long memory and volatility dynamics in the US dollar exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2005 A simulation based specification test for diffusion processesBhardwaj, Geetesh / Corradi, Valentina / Swanson, Norman R.
2006 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.

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