EconStor >

Search Results

 
for  

Results 121-130 of 500.


Item hits:

DateTitle Authors
2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and CorrelationsCreal, Drew / Koopman, Siem Jan / Lucas, André
2010 Time-varying spot and futures oil price dynamicsCaporale, Guglielmo Maria / Ciferri, Davide / Girardi, Alessandro
2010 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crashPesaran, Bahram / Pesaran, Mohammad Hashem
2010 EU banks rating assignments: Is there heterogeneity between new and old member countries?Caporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2006 A bootstrap method for identifying and evaluating a structural vector autoregressionHoover, Kevin D. / Demiralp, Selva / Perez, Stephen J.
2007 Estimation with the nested logit model: specifications and software particularitiesSilberhorn, Nadja / Boztuğ, Yasemin / Hildebrandt, Lutz
2005 Forecast Combination and Model Averaging using Predictive MeasuresEklund, Jana / Karlsson, Sune
2003 Searching for the Causal Structure of a Vector AutoregressionHoover, Kevin D. / Demiralp, Selva
2003 Which Brands gain Share from which Brands? Inference from Store-Level Scanner Datavan Oest, Rutger / Franses, Philip Hans
1998 Social Inequalities in Cancer SurvivalKravdal, O.

Back 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 Next