Search Results

Effects of Timber Prices, Ownership Objectives, and Owner Characteristics on Timber Supply

Authors: Favada, Ibrahim M.; Karppinen, Heimo; Kuuluvainen, Jari; Mikkola, Jarmo; Stavness, Corinne

Source: Forest Science, Volume 55, Number 6, December 2009 , pp. 512-523(12)

Publisher: Society of American Foresters

Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models

Authors: Čížek, P.; Härdle, W.; Spokoiny, V.

Source: The Econometrics Journal, Volume 12, Number 2, July 2009 , pp. 248-271(24)

Publisher: Blackwell Publishing

Bayesian estimation of a random effects heteroscedastic probit model

Authors: Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, Robert

Source: The Econometrics Journal, Volume 12, Number 2, July 2009 , pp. 324-339(16)

Publisher: Blackwell Publishing

A copula-based closed-form binary logit choice model for accommodating spatial correlation across observational units

Authors: Bhat, Chandra; Sener, Ipek

Source: Journal of Geographical Systems, Volume 11, Number 3, September 2009 , pp. 243-272(30)

Publisher: Springer

Modelling Regime-Specific Stock Price Volatility

Authors: Alexander, Carol; Lazar, Emese

Source: Oxford Bulletin of Economics and Statistics, Volume 71, Number 6, December 2009 , pp. 761-797(37)

Publisher: Blackwell Publishing

Forecasting in inefficient commodity markets

Authors: Gogas, Periklis; Serletis, Apostolos

Source: Journal of Economic Studies, Volume 36, Number 4, 2009 , pp. 383-392(10)

Publisher: Emerald Group Publishing Limited

Estimating equationbased causality analysis with application to microarray time series data

Authors: Hu, Jianhua; Hu, Feifang

Source: Biostatistics, Volume 10, Number 3, July 2009 , pp. 468-480(13)

Publisher: Oxford University Press

MODELLING SOUTH AFRICAN CURRENCY CRISES AS STRUCTURAL CHANGES IN THE VOLATILITY OF THE RAND

Authors: duncan, andrew stuart; liu, guangling“dave”

Source: South African Journal of Economics, Volume 77, Number 3, September 2009 , pp. 363-379(17)

Publisher: Blackwell Publishing

Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission

Authors: Colarossi, Silvio; Zaghini, Andrea

Source: International Finance, Volume 12, Number 2, Summer 2009 , pp. 151-170(20)

Publisher: Blackwell Publishing

Heteroscedasticity diagnostics in two-phase linear regression models

Authors: Li, Yong; Lin, Jin-Guan

Source: Journal of Statistical Computation and Simulation, Volume 79, Number 7, July 2009 , pp. 923-938(16)

Publisher: Taylor and Francis Ltd

Spline confidence bands for variance functions

Authors: Song, Qiongxia; Yang, Lijian

Source: Journal of Nonparametric Statistics, Volume 21, Number 5, July 2009 , pp. 589-609(21)

Publisher: Taylor and Francis Ltd

Shapes and functions of species-area curves (II): a review of new models and parameterizations

Author: Tjørve, Even

Source: Journal of Biogeography, Volume 36, Number 8, August 2009 , pp. 1435-1445(11)

Publisher: Blackwell Publishing

Are the Basel II requirements justified in the presence of structural breaks?

Author: Sjolander, Par

Source: Applied Financial Economics, Volume 19, Number 12, June 2009 , pp. 985-998(14)

Publisher: Routledge, part of the Taylor & Francis Group

A simple multivariate test for asymmetry

Authors: Bjellerup, Mårten; Holgersson, Thomas

Source: Applied Economics, Volume 41, Number 11, May 2009 , pp. 1405-1416(12)

Publisher: Routledge, part of the Taylor & Francis Group

The impact of sudden changes on the persistence of volatility: evidence from the BRIC countries

Author: Kasman, Adnan

Source: Applied Economics Letters, Volume 16, Number 7, May 2009 , pp. 759-764(6)

Publisher: Routledge, part of the Taylor & Francis Group

Businesswomen in Germany and their performance by ethnicity: It pays to be self-employed

Author: Constant, Amelie F.

Source: International Journal of Manpower, Volume 30, Numbers 1-2, 2009 , pp. 145-162(18)

Publisher: Emerald Group Publishing Limited

A note on diagnostic checking of the double autoregressive model

Authors: Kwok, Simon Sai Man; Li, Wai Keung

Source: Journal of Statistical Computation and Simulation, Volume 79, Number 5, May 2009 , pp. 705-715(11)

Publisher: Taylor and Francis Ltd

Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures

Authors: Moon, Gyu-Hyen; Yu, Wei-Choun; Hong, Chung-Hyo

Source: Applied Economics Letters, Volume 16, Number 9, June 2009 , pp. 913-919(7)

Publisher: Routledge, part of the Taylor & Francis Group

APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS

Authors: Penzer, Jeremy; Wang, Mingjin; Yao, Qiwei

Source: Australian & New Zealand Journal of Statistics, Volume 51, Number 2, June 2009 , pp. 201-225(25)

Publisher: Blackwell Publishing

Splines for financial volatility

Authors: Audrino, Francesco; Bühlmann, Peter

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 71, Number 3, June 2009 , pp. 655-670(16)

Publisher: Blackwell Publishing