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Notes, Comments and Preliminary results |
| Apr 18 2013 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Pair Copula Construction based Expected Shortfall estimation |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 26 2011 |
Rachida Ouysse |
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Computationally efficient approximation for the double bootstrap mean bias correction |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2010 |
Dominique Guégan and Patrick Rakotomarolahy |
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A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 25 2009 |
Francesca Di Iorio and Stefano Fachin |
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A residual-based bootstrap test for panel cointegration |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 29 2009 |
Helena Veiga |
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Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga |
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Abstract Contact Information Citation Full Text - Comment |
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| Aug 20 2009 |
Amita Majumder |
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A characterization of the composite price variable to approximate a price aggregator function in the Quadratic Almost Ideal Demand System |
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Abstract Contact Information Citation Full Text - Note |
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| May 16 2009 |
Hassan Belkacem Ghassan , Mohammed Souissi and Mohammed Kbiri Alaoui |
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An Alternative Identification of the
Economic Shocks in SVAR Models
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Abstract Contact Information Citation Full Text - Note |
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