Errors-in-variables problems in financial models

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Handbook of statistics ; Vol. 14: Statistical methods in finance
1. Verfasser: Maddala, Gangadharrao S. (VerfasserIn)
Weitere Verfasser: Nimalendran, Mahendrarajah (BerichterstatterIn)
Pages:14
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1996
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Statistical methods in tests of portfolio efficiency : a synthesis 1996 Shanken, Jay
Bootstrap based tests in financial models 1996 Maddala, Gangadharrao S.
Principal component and factor analyses 1996 Rao, Calyampudi Radhakrishna
Nonlinear time series, complexity theory, and finance 1996 Brock, William A.
Stock price volatility 1996 LeRoy, Stephen F.
Semiparametric methods for asset pricing models 1996 Lehmann, Bruce Neal
Modeling market microstructure time series 1996 Hasbrouck, Joel
Financial applications of artificial neural networks 1996 Qi, Min
Errors-in-variables problems in financial models 1996 Maddala, Gangadharrao S.
Count data models for financial data 1996 Cameron, Adrian Colin
Financial applications of stable distributions 1996 McCulloch, J. Huston
Forecast evaluation and combination 1996 Diebold, Francis X.
Stochastic volatility 1996 Ghysels, Eric
Instrumental variables estimation of conditional beta pricing models 1996 Harvey, Campbell R.
Modeling the term structure 1996 Pagan, Adrian R.
Econometric evaluation of asset pricing models 1996 Ferson, Wayne E.
Peso problems : their theoretical and empirical implications 1996 Evans, Martin D. D.
Testing option pricing models 1996 Bates, David S.
Applications of limited dependent variable models in finance 1996 Maddala, Gangadharrao S.
Probability distributions for financial models 1996 McDonald, James B.
Alle Artikel auflisten