Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 21-30 within 32 documents
Cash management using multi-stage stochastic programming [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.209-219
A test of non-identifying restrictions and confidence regions for partially identified parameters [journal article]
Source: Journal of Econometrics, 152 (2009) 2. p.186-196
A comparison of biased simulation schemes for stochastic volatility models [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.177-194
Nonlinearities in real exchange rate determination: do African exchange rates follow a random walk? [journal article]
Source: Applied Economics, 43 (2009) 2. p.243-258
Investment strategies in the long run with proportional transaction costs and HARA utility function [journal article]
Source: Quantitative Finance, 9 (2009) 2. p.231-242
A likelihood ratio test for stationarity of rating transitions [journal article]
Source: Journal of Econometrics, 155 (2009) 2. p.188-194
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.124-130
The effect of microaggregation by individual ranking on the estimation of moments [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.174-182
Predictive density estimators for daily volatility based on the use of realized measures [journal article]
Source: Journal of Econometrics, 150 (2009) 2. p.119-138
Estimating the degree of interventionist policies in the run-up to EMU [journal article]
Source: Applied Economics, 43 (2009) 2. p.207-218