EconStor >

Search Results

 
for  

Results 111-120 of 288.


Item hits:

DateTitle Authors
2009 Liquidity and asset prices: how strong are the linkages?Dreger, Christian / Wolters, Jürgen
2009 Rating assignments: lessons from international banksCaporale, Guglielmo Maria / Matousek, Roman / Stewart, Chris
2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components ModelKleijn, Richard / van Dijk, Herman K.
2002 Detecting Serial Dependence in Tail EventsDiks, Cees
2002 A Comparison of Marginal Likelihood Computation MethodsBos, Charles S.
2012 Simultaneous statistical inference in dynamic factor modelsDickhaus, Thorsten
2006 Probleme der Validierung mit StrukturgleichungsmodellenHildebrandt, Lutz / Temme, Dirk
2006 Formative measurement models in covariance structure analysis: specification and identificationHildebrandt, Lutz / Temme, Dirk
2007 Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error modelHautsch, Nikolaus
2008 House prices and replacement cost: a mMicro-level analysisSchulz, Rainer / Werwatz, Axel

Back 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 Next