Articoli pubblicati da:
SAIKKONEN, PenttiRisultato della ricerca: (5 titoli )
| Modeling Conditional Skewness in Stock Returns |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
| Modeling Expectations with Noncausal Autoregressions |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
| Parameter Estimation in Nonlinear AR-GARCH Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
| Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
| Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
