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Multivariate Variance Targeting in the BEKK-GARCH ...
作者
Rasmus Søndergaard Pedersen / Anders Rahbek
出版2012
ISBN
OCLC:930936209
An Introduction to Bootstrap Theory in Time Series...
作者
Giuseppe Cavaliere / Heino Bohn Nielsen / Anders Rahbek
出版2020
ISBN
OCLC:1226647155
A Comparison of Sequential and Information-Based M...
作者
Giuseppe Cavaliere / Luca De Angelis / Anders Rahbek / Robert Taylor
出版2015
ISBN
OCLC:1375685874
Testing GARCH-X Models
作者
Anders Rahbek / Rasmus Søndergaard Pedersen
出版2017
ISBN
OCLC:1184014642
Stationarity and Asymtotics of Multivariate ARCH T...
作者
Ernst Hansen / Anders Rahbek / Danmark. Københavns Universitet. Afdeling for Teoretisk Statistik
出版1998
ISBN
OCLC:473275871
Dynamic Conditional Eigenvalue GARCH
作者
Simon Hetland / Anders Rahbek / Rasmus Søndergaard Pedersen
出版2019
ISBN
OCLC:1147953253
Similarity Issues in Cointegration Analysis
作者
Bent Nielsen / Anders Rahbek
出版1998
ISBN
OCLC:473275757
主題
Cointegration
Inference and ergodicity in the autoregressive con...
作者
Neil Shephard / Anders Rahbek / Københavns Universitet. Institut for Matematisk Statistik
出版2003
ISBN
OCLC:474447565
Interference and Ergodicity in the Autoregressive ...
作者
Anders Rahbek / Københavns universitet. Afdeling for anvendt matematik og statistik
出版2003
ISBN
OCLC:59276276
Nonstationary ARCH and GARCH with T-distributed In...
作者
Rasmus Søndergaard Pedersen / Anders Rahbek
出版2015
ISBN
OCLC:931921030
Unit Root Vector Autoregression with Volatility In...
作者
Anders Rahbek / Heino Bohn Nielsen
出版2012
ISBN
OCLC:839863537
Non-stationary and No Moments Asymptotics for the ...
作者
Søren Tolver Jensen / Anders Rahbek / Centre for Analytical Finance / Aarhus Universitet / Handelshøjskolen i Århus
出版2002
ISBN
OCLC:471632177
主題
Econometric models
Bootstrap Sequential Determination of the Co-integ...
作者
Giuseppe Cavaliere / Anders Rahbek / A. M. Robert Taylor
出版2010
ISBN
OCLC:837555022
Bootstrap Inference for Hawkes and General Point P...
作者
Giuseppe Cavaliere
出版2021
ISBN
OCLC:1265574891
Trend-stationarity in the 1(2) Cointegration Model
作者
Clara Jørgensen / Hans Christian Kongsted / Anders Rahbek / University of Copenhagen, Institute of Economics / University of Copenhagen. Institute of Economics / Københavns Universitet. Økonomisk Institut
出版1996
ISBN
OCLC:258428459
Estimation and Asymptotic Inference in the First O...
出版2006
ISBN
OCLC:917630689
The Role of Stationary Regressors in the Cointegra...
作者
Anders Rahbek / Rocco Mosconi / Danmark. Københavns Universitet. Afdeling for Teoretisk Statistik / Københavns universitet. Department of theoretical statistics
出版1998
ISBN
OCLC:461353849
Autoregressive Conditional Root Model
作者
Anders Rahbek / Neil Shephard / Nuffield College
出版2002
ISBN
OCLC:535409560
Specification Tests for GARCH Processes
作者
Giuseppe Cavaliere / Indeewara Perera / Anders Rahbek
出版2021
ISBN
OCLC:1265577039
Trend Stationary in the 1(2) Cointegration Model
作者
Clara Jørgensen / Hans Christian Kongsted / Anders Rahbek
出版1996
ISBN
OCLC:465667975
Asymptotic Normality for Non-stationary, Explosive...
作者
Søren Tolver Jensen / Anders Rahbek / Københavns universitet. Afdeling for anvendt matematik og statistik
出版2003
ISBN
OCLC:59324645
Identification and Inference for Cointegrated and ...
作者
Mathieu Kessler / Anders Rahbek
出版2001
ISBN
OCLC:52329577
主題
Cointegration
Likelihood Ratio Testing for Cointegration Ranks i...
作者
Heino Bohn Nielsen / Anders Rahbek / Københavns Universitet. Økonomisk Institut / Københavns universitet. Afdeling for anvendt matematik og statistik
出版2003
ISBN
OCLC:474177163
Vector Equilibrium Correction Models with Non-line...
出版2003
ISBN
OCLC:834155931
Likelihood Ratio Testing for Cointegration Ranks i...
作者
Heino Bohn Nielsen / Anders Rahbek / Københavns Universitet. Økonomisk Institut
出版2003
ISBN
OCLC:871943000
Testing for Co-integration in Vector Autoregressio...
作者
Giuseppe Cavaliere / Anders Rahbek / A. M. Robert Taylor
出版2008
ISBN
OCLC:1184014435
A Note on the Law of Large Numbers for Functions o...
作者
Søren Tolver Jensen / Anders Rahbek
出版2005
ISBN
OCLC:500532033
Vector Equilibrium Correction Models with Non-line...
作者
Anders Christian Rahbek / Frederique Bec / Københavns universitet. Department of Theoretical Statistics / Centre for Analytical Finance / Aarhus Universitet / Handelshøjskolen i Århus
出版2002
ISBN
OCLC:472943221
主題
Cointegration
Stationary and Asymptotics of Multivariate ARCH Ti...
作者
Ernst Hansen / Anders Rahbek
出版1998
ISBN
OCLC:246297213
The ACR Model
作者
Frédérique Bec / Anders Rahbek / Neil Shephard
出版2008
ISBN
OCLC:1376516283