13-001/III - Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Date: January 08, 2013
373 Discussion Papers
filtered by:
-
-
12-133/III - Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
Date: December 05, 2012
-
12-131/III - Managing Sales Forecasters
Date: December 03, 2012
-
12-128/III - Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes
Date: November 27, 2012
-
12-121/III - Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements
Date: November 13, 2012
-
12-118/III - Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Date: November 07, 2012
-
12-110/III - A Forty Year Assessment of Forecasting the Boat Race
Date: October 23, 2012
-
12-109/III - Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
Date: October 12, 2012
-
12-103/III - Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques
Date: October 01, 2012
-
12-099/III - A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
Date: September 27, 2012
-
12-098/III - Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Date: September 24, 2012
-
12-097/III - Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Date: September 21, 2012
-
12-096/III - The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
Date: September 20, 2012