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| First Page | Document Content | |
|---|---|---|
 Date: 2011-04-20 11:08:48Insurance Financial ratios Finance Wilkie investment model Autoregressive conditional heteroskedasticity Box–Jenkins Vector autoregression T-statistic Economic model Statistics Time series analysis Econometrics |
| Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1DocID: 1rjRw - View Document |
| Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014DocID: 1rjdO - View Document |
| The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series∗ Heejoon Han† Oliver Linton‡DocID: 1rgRd - View Document |
| Microsoft Word - EBVM13docxDocID: 1raO6 - View Document |
| A Distributional Framework for Matched Employer Employee Data ∗ St´ephane BonhommeDocID: 1r913 - View Document |