- Rachidi Kotchoni:
The indirect continuous-GMM estimation. Comput. Stat. Data Anal. 76: 464-488 (2014) - Rolf Larsson:
A likelihood ratio type test for invertibility in moving average processes. Comput. Stat. Data Anal. 76: 489-501 (2014) - Luís F. Martins, Paulo M. M. Rodrigues:
Testing for persistence change in fractionally integrated models: An application to world inflation rates. Comput. Stat. Data Anal. 76: 502-522 (2014) - Aleksey Min, Claudia Czado:
SCOMDY models based on pair-copula constructions with application to exchange rates. Comput. Stat. Data Anal. 76: 523-535 (2014) - Henri Nyberg, Pentti Saikkonen:
Forecasting with a noncausal VAR model. Comput. Stat. Data Anal. 76: 536-555 (2014) - Deniz Dilan Karaman Örsal, Bernd Droge:
Panel cointegration testing in the presence of a time trend. Comput. Stat. Data Anal. 76: 377-390 (2014) - Jean-Yves Pitarakis:
A joint test for structural stability and a unit root in autoregressions. Comput. Stat. Data Anal. 76: 577-587 (2014) - Jeroen V. K. Rombouts, Lars Stentoft:
Bayesian option pricing using mixed normal heteroskedasticity models. Comput. Stat. Data Anal. 76: 588-605 (2014) - André Alves Portela Santos, Guilherme V. Moura:
Dynamic factor multivariate GARCH model. Comput. Stat. Data Anal. 76: 606-617 (2014) - Shinichiro Shirota, Takayuki Hizu, Yasuhiro Omori:
Realized stochastic volatility with leverage and long memory. Comput. Stat. Data Anal. 76: 618-641 (2014) - Hans J. Skaug, Jun Yu:
A flexible and automated likelihood based framework for inference in stochastic volatility models. Comput. Stat. Data Anal. 76: 642-654 (2014) - Mike K. P. So, Cherry Y. T. Yeung:
Vine-copula GARCH model with dynamic conditional dependence. Comput. Stat. Data Anal. 76: 655-671 (2014) - Jakob Stöber, Claudia Czado:
Regime switches in the dependence structure of multidimensional financial data. Comput. Stat. Data Anal. 76: 672-686 (2014) - J. H. Venter, P. J. de Jongh:
Extended stochastic volatility models incorporating realised measures. Comput. Stat. Data Anal. 76: 687-707 (2014) - Fangfang Wang:
Optimal design of Fourier estimator in the presence of microstructure noise. Comput. Stat. Data Anal. 76: 708-722 (2014) - Dominik Wied, Herold Dehling, Maarten van Kampen, Daniel Vogel:
A fluctuation test for constant Spearman's rho with nuisance-free limit distribution. Comput. Stat. Data Anal. 76: 723-736 (2014) - Yu-Min Yen, Tso-Jung Yen:
Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. Comput. Stat. Data Anal. 76: 737-759 (2014)