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by
Kirchgässner, Gebhard. author.
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nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of
by
Hautsch, Nikolaus.
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-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different
by
Sornette, Didier.
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Analysis.- Term structure models.- Current trends in prudential regulation of market risk: from Basel I to
by
Aslanidis, Nektarios, author.
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multiple regime STR models. We fit univariate and particularly multivariate STR models to investigate the
by
Yusop, Zulkornain, author.
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payments record. For the empirical work, econometric analysis was conducted to determine factors affecting

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