Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 111-120 within 159 documents
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
Black-Scholes theory for an underlying with multiple attractors [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.453-457
On the structure of Gaussian pricing models and Gaussian Markov functional models [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.487-496
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
A cointegration analysis of gasoline demand in the United States [journal article]
Source: Applied Economics, 41 (2009) 26. p.3327-3336
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
Within-groups wage inequality and schooling: further evidence for Portugal [journal article]
Source: Applied Economics, 42 (2008) 28. p.3685-3691
Capital allocation for credit portfolios with kernel estimators [journal article]
Source: Quantitative Finance, 9 (2009) 5. p.581-595
Purchasing power parity revisited: evidence from old and new tests for an OECD panel [journal article]
Source: Applied Economics, 42 (2010) 17. p.2243-2260