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Economic Statistics, Econometrics, Business Informatics
Hits 1-10 within 159 documents
Price Discovery in the Presence of Boundedly Rational Agents [journal article]
Source: Quantitative Finance, 8 (2008) 3. p.235-249
Comments on: Michael P. Keane 'Structural vs. atheoretic approaches to econometrics' [journal article]
Source: Journal of Econometrics, 156 (2009) 1. p.25-26
A Multifactor Volatility Heston Model [journal article]
Source: Quantitative Finance, 8 (2008) 6. p.591-604
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.105-121
Tests and confidence intervals for a class of scientometric, technological and economic specialisation ratios [journal article]
Source: Applied Economics, 43 (2009) 8. p.941-950
Rose effect and the euro: is the magic gone? [journal article]
Source: Review of World Economics, 146 (2010) 2. p.241-261
Consistent estimation of a general nonparametric regression function in time series [journal article]
Source: Journal of Econometrics, 152 (2009) 1. p.70-78
A comparison of two model averaging techniques with an application to growth empirics [journal article]
Source: Journal of Econometrics, 154 (2009) 2. p.139-153
The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises [journal article]
Source: Quantitative Finance, 7 (2007) 1. p.63-74
Consistent noisy independent component analysis [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.12-25