Zoekresultaten
Resultaat 1 - 15 (van 15)
Dick van Dijk Smooth transition models
extensions and outlier robust inference
Non-fictie
Engels | 218 pagina's | Thesis Publishers, [Amsterdam] | 1999
Gedrukt boek
Dick van Dijk | Birgit Strikholm | Timo Teräsvirta The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Non-fictie
Engels | 42 pagina's | Econometric Institute, Rotterdam | 2001
Gedrukt boek
Dick van Dijk | Teräsvirta | Philip Hans Franses Smooth transition autoregressive models
a survey of recent developments
Non-fictie
Engels | 55 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Dick van Dijk | Philip Hans Franses | H. Peter Boswijk Asymmetric and common absorption of shocks in nonlinear autoregressive models
Non-fictie
Engels | 49 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Helena Chulia-Soler | Martin Martens | Dick van Dijk The effects of federal funds target rate changes on S&P100 stock returns, volatilities, and correlations
Non-fictie
Engels | 45 pagina's | Erasmus Research Institute of Management, Erasmus University, Rotterdam | 2007
Gedrukt boek
Michiel de Pooter | Martin Martens | Dick van Dijk Predicting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Non-fictie
Engels | 26 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Martin Martens | Dick van Dijk | Michiel de Pooter Modeling and forecasting S&P 500 volatility: long memory, structural breaks and nonlinearity
Non-fictie
Engels | 40 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2004
Gedrukt boek
Philip Hans Franses | Dick van Dijk A simple test for PPP among traded goods
Non-fictie
Engels | 15 pagina's | Econometric Institute, Rotterdam | 2002
Gedrukt boek
Philip Hans Franses | J. Neele | Dick van Dijk Modeling asymmetric volatility in weekly Dutch temperature data
Non-fictie
Engels | 22 pagina's | Econometric Institute, Rotterdam | 1998
Gedrukt boek
Philip Hans Franses | P.T. de Bruin | Dick van Dijk Seasonal smooth transition autoregression
Non-fictie
Engels | 33 pagina's | Econometric Institute, Rotterdam | 2000
Gedrukt boek
Dick van Dijk | Philip Hans Franses Modelling multiple regimes in the business cycle
Non-fictie
Engels | 36 pagina's | Econometric Institute, Rotterdam | 1997
Gedrukt boek
Dick van Dijk | Haris Munandar | Christian M. Hafner The euro introduction and non-euro currencies
Non-fictie
Engels | 32 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek
Dick van Dijk | Denise R. Osborn | Marianne Sensier Changes in variability of the business cycle in the G7 countries
Non-fictie
Engels | 52 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 2002
Gedrukt boek
R.-P. Berben | Dick van Dijk Unit root tests and asymmetric adjustment
a reassessment
Non-fictie
Engels | 27 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek
Philip Hans Franses | Dick van Dijk Outlier detection in the GARCH (1,1) model
Non-fictie
Engels | 33 pagina's | Econometric Institute, Rotterdam | 1999
Gedrukt boek