Zoekresultaten
Resultaat 1 - 12 (van 12)
H. Peter Boswijk | André Lucas | Nick Taylor A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests
Non-fictie
Engels | 24 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1999
Gedrukt boek
Philip Hans Franses | Dick van Dijk | André Lucas Short patches of outliers, ARCH and volatility modeling
Non-fictie
Engels | 20 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek
Dick van Dijk | Philip Hans Franses | André Lucas Testing for ARCH in the presence of additive outliers
Non-fictie
Engels | 30 pagina's | Econometric Institute, Rotterdam | 1996
Gedrukt boek
Bas Peeters | C.L. Dert | André Lucas Black Scholes for portfolios of options in discrete time
the price is right, the hedge is wrong
Non-fictie
Engels | 27 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2003
Gedrukt boek
Philip Hans Franses | André Lucas Measuring the impact of promotion on weekly market shares
Non-fictie
Engels | 17 pagina's | RIBES, Rotterdam Institute for Business Economic Studies, Rotterdam | 1996
Gedrukt boek
Patrick A. Groenendijk | André Lucas | Casper G. de Vries A note on the relationship between GARCH and symmetric stable processes
Non-fictie
Engels | 1 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1995
Gedrukt boek
André Lucas Unit root tests based on M Estimators
Non-fictie
Engels | 30 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1994
Gedrukt boek
Ch. Heij | Teun Kloek | André Lucas Positivity conditions for stochastic state space modelling of time series
Non-fictie
Engels | 15 pagina's | Erasmus University, Econometric Institute, Rotterdam | 1991
Gedrukt boek
Patrick A. Groenendijk | André Lucas | Casper G. de Vries A hybrid joint moment ratio test for financial time series
Non-fictie
Engels | 42 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek
Dick van Dijk | Philip Hans Franses | André Lucas Testing for smooth transition nonlinearity in the presence of outliers
Non-fictie
Engels | 29 pagina's | University Rotterdam, Rotterdam | 1996
Gedrukt boek
Henk Hoek | André Lucas | Herman K. van Dijk Classical and Bayesian aspects of robust unit root inference
Non-fictie
Engels | 28 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1994
Gedrukt boek
André Lucas | Ronald van Dijk | Teun Kloek Outlier robust GMM estimation of leverage determinants
Non-fictie
Engels | 45 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1994
Gedrukt boek