Is there a cycle component in US real wages : an empirical investigation

von Topyan, Kudret
Veröffentlicht in New York economic review (1996)

The behavior of real wages over the business cycle : evidence from structural time series modeling and Kalman filter

von Topyan, Kudret
Veröffentlicht 1992

Illicit drug use and health : analysis and projections of New York City birth outcomes using a Kalman filter model

von Mocan, Naci
Veröffentlicht 1993

Real wages over the business cycle : evidence from a structural time series model

von Mocan, Naci
Veröffentlicht in Oxford bulletin of economics and statistics (1993)

The GARCH option pricing model : a lattice approach

von Cakici, Nusret
Veröffentlicht in The journal of computational finance (2000)

Return predictability of Turkish stocks : an empirical investigation

von Cakici, Nusret
Veröffentlicht in Emerging markets finance & trade (2013)

Illicit drug use and health : analysis and projections of New York City birth outcomes using a Kalman filter model

von Mocan, Naci
Veröffentlicht in Southern economic journal (1995)

Use of copulas for risk measurement : dependence, correlation, and nonnormality

von Topyan, Kudret
Veröffentlicht in 2006 Business & Economics Society International Conference ; Vol. 2 (2006)

Understanding dependence structure of random variables in financial modelling by using copulas

von Biliari, Natalia
Veröffentlicht in 2007 Business & Economics Society International Conference ; Vol. 1 (2007)

An empirical note on demand for speculation and futures risk premium : a Kalman filter application

von Kocagil, Ahmet Enis
Veröffentlicht in Review of financial economics (1997)

The effect of alcoholic beverage excise tax on alcohol-attributable injury mortalities

von Son, Chong-Hwan
Veröffentlicht in The European journal of health economics (2011)

Cross-sectional stock return predictability in China

von Cakici, Nusret
Veröffentlicht in The European journal of finance (-2017)

Decomposition of book-to-market and the cross-section of returns for Chinese shares

von Cakici, Nusret
Veröffentlicht in Pacific-Basin finance journal (2015)

Cross-sectional return predictability in Taiwan Stock Exchange : an empirical investigation

von Cakici, Nusret
Veröffentlicht in Review of Pacific Basin financial markets and policies (2014)