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Results 101-110 of 662.
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| Date | Title |
Authors |
| 2009 | Adaptive rate-optimal detection of small autocorrelation coefficient | Guay, Alain / Guerre, Emmanuel / Lazarová, Štepána |
| 2011 | An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels | Liow, Kim Hiang / Schindler, Felix |
| 2009 | Is more still better? Revisiting the sixth district coincident indicator | Silos, Pedro / Vilán, Diego |
| 2002 | The persistence and asymmetry of time-varying correlations | Baur, Dirk |
| 1999 | Financial market volatility and inflation uncertainty: An empirical investigation | Döpke, Jörg / Pierdzioch, Christian |
| 2012 | Identifying time variability in stock and interest rate dependence | Stein, Michael / Islami, Mevlud / Lindemann, Jens |
| 2012 | Long memory in German energy price indices | Barros, Carlos Pestana / Caporale, Guglielmo Maria / Gil-Alana, Luis A. |
| 2012 | Exponent of cross-sectional dependence: Estimation and inference | Bailey, Natalia / Kapetanios, George / Pesaran, M. Hashem |
| 2011 | Mean-variance cointegration and the expectations hypothesis | Strohsal, Till / Weber, Enzo |
| 2011 | Predicting bid-ask spreads using long memory autoregressive conditional poisson models | Groß-Klußmann, Axel / Hautsch, Nikolaus |
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