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Faff, R., Kremmer, M., & Hodgson, A. (2004). An Investigation of the impact of interest rates and interest rate volatility on Australian financial sector stock return distributions. (EFMA 2004 Basel Meetings Paper). Amsterdam Business School. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=499262 -
van Giersbergen, N. P. A. (2004). Bartlett correction in the stable AR(1) model with intercept and trend. (UvA Econometrics Discussion Paper; No. 2004/07). Department of Quantitative Economics. http://aimsrv1.fee.uva.nl/koen/web.nsf/view/F4F1F08D50776B37C1256F660053E115/$file/0407.pdf -
van Giersbergen, N. P. A. (2004). On the effect of deterministic terms on the bias in stable AR models. (UvA Econometrics Discussion Paper; No. 2004/08). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/449fulltext.pdf
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