UB Paderborn / Katalog / Suche / in CDI

Specification tests for univariate diffusions

Econometric reviews, 2022-07, Vol.41 (6), p.607-632

2022

Volltextzugriff (PDF)

Transition from the Taylor rule to the zero lower bound

Studies in nonlinear dynamics and econometrics, 2022-12, Vol.26 (5), p.635-647

2022

Volltextzugriff (PDF)

The dynamics of U.S. industrial production: A time-varying Granger causality perspective

Econometrics and statistics, 2021-10

2021

Volltextzugriff (PDF)

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

Journal of econometrics, 2013-01, Vol.172 (1), p.106-126

2013

Volltextzugriff (PDF)

Testing the profitability of moving-average rules as a portfolio selection strategy

Pacific-Basin finance journal, 2012-11, Vol.20 (5), p.825-842

2012

Volltextzugriff (PDF)

Editorial for the special issue on financial econometrics

China finance review international, 2019-08, Vol.9 (3), p.310-311

2019

Volltextzugriff (PDF)

Semi-parametric Forecasting of Spikes in Electricity Prices

The Economic record, 2013-12, Vol.89 (287), p.508-521

2013

Volltextzugriff (PDF)

Information flow in times of crisis: The case of the European banking and sovereign sectors

Econometrics, 2019-01, Vol.7 (1), p.1-20

2019

Volltextzugriff (PDF)

Revisiting the numerical solution of stochastic differential equations

China finance review international, 2019-08, Vol.9 (3), p.312-323

2019

Volltextzugriff (PDF)

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Journal of financial econometrics, 2007, Vol.5 (3), p.390-455

2007

Volltextzugriff (PDF)

Modelling Spikes in Electricity Prices

The Economic record, 2007-12, Vol.83 (263), p.371-382

2007

Volltextzugriff (PDF)

Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity

Economic analysis and policy, 2009-09, Vol.39 (2), p.311-326

2009

Volltextzugriff (PDF)

Identifying Aggregate Demand and Supply Shocks in a Small Open Economy

Oxford economic papers, 2007-07, Vol.59 (3), p.411-429

2007

Volltextzugriff (PDF)

It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices

The Energy journal (Cambridge, Mass.), 2009-01, Vol.30 (1), p.25-48

2009

Volltextzugriff (PDF)

Momentum in Australian stock returns

Australian journal of management, 2003-09, Vol.28 (2), p.141-155

2003

Volltextzugriff (PDF)

Measuring Attitudes Towards Inequality

The Scandinavian journal of economics, 1999-03, Vol.101 (1), p.83-96

1999

Volltextzugriff (PDF)

Practitioners’ Forum

Economic analysis and policy, 2008-09, Vol.38 (2), p.343-343

2008

Volltextzugriff (PDF)

Mobius-Like Mappings and Their Use in Kernel Density Estimation

Journal of the American Statistical Association, 2003-12, Vol.98 (464), p.993-1000

2003

Volltextzugriff (PDF)

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations

Journal of time series analysis, 2003-01, Vol.24 (1), p.45-63

2003

Volltextzugriff (PDF)

The Devil is in the Detail: Hints for Practical Optimisation

Economic analysis and policy, 2008-09, Vol.38 (2), p.345-368

2008

Volltextzugriff (PDF)

Semi-Parametric Forecasting of Realized Volatility

Studies in nonlinear dynamics and econometrics, 2011-05, Vol.15 (3), p.1814-1814

2011

Volltextzugriff (PDF)

Studies in nonlinear dynamics and econometrics

Studies in nonlinear dynamics and econometrics, 2011-05, Vol.15 (3)

2011

Volltextzugriff (PDF)

Detecting Common Dynamics in Transitory Components

Journal of time series econometrics, 2011, Vol.3 (3)

2011

Volltextzugriff (PDF)

Semi-Parametric Forecasting of Realized Volatility

Studies in nonlinear dynamics and econometrics, 2011, Vol.15 (1)

2011

Volltextzugriff (PDF)

Semi-Parametric Forecasting of Realized Volatility

Studies in nonlinear dynamics and econometrics, 2011-05, Vol.15 (3), p.1

2011

Volltextzugriff (PDF)

Menü

Weitere Dienste

Einstellungen

Specification tests for univariate diffusions

Transition from the Taylor rule to the zero lower bound

The dynamics of U.S. industrial production: A time-varying Granger causality perspective

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

Testing the profitability of moving-average rules as a portfolio selection strategy

Editorial for the special issue on financial econometrics

Semi-parametric Forecasting of Spikes in Electricity Prices

Information flow in times of crisis: The case of the European banking and sovereign sectors

Revisiting the numerical solution of stochastic differential equations

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Modelling Spikes in Electricity Prices

Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity

Identifying Aggregate Demand and Supply Shocks in a Small Open Economy

It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices

Momentum in Australian stock returns

Measuring Attitudes Towards Inequality

Practitioners’ Forum

Mobius-Like Mappings and Their Use in Kernel Density Estimation

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations

The Devil is in the Detail: Hints for Practical Optimisation

Semi-Parametric Forecasting of Realized Volatility

Studies in nonlinear dynamics and econometrics

Detecting Common Dynamics in Transitory Components

Semi-Parametric Forecasting of Realized Volatility

Semi-Parametric Forecasting of Realized Volatility

Suchergebnisse filtern