| 481 |
|
The problem of near-multicollinearity revisited: erratic vs systematic volatility
|
Spanos, A.; McGuirk, A.
|
ELSEVIER
|
2002
|
|
|
|
| 482 |
|
The surprise element: jumps in interest rates
|
Das, S. R.
|
ELSEVIER
|
2002
|
|
|
|
| 483 |
|
Markov chain Monte Carlo methods for stochastic volatility models
|
Chib, S.; Nardari, F.; Shephard, N.
|
ELSEVIER
|
2002
|
|
|
|
| 484 |
|
Author index to volume 108
|
unknown
|
ELSEVIER
|
2002
|
|
|
|
| 485 |
|
The pseudo-true score encompassing test for non-nested hypotheses
|
Chen, Y. T.
|
ELSEVIER
|
2002
|
|
|
|
| 486 |
|
Modeling the interdependence of volatility and inter-transaction duration processes
|
Grammig, J.
|
ELSEVIER
|
2002
|
|
|
|
| 487 |
|
Existence of smooth utilities on Banach lattices
|
Besada, M.; Garcia, J.; Miras, M.; Vazquez, C.
|
ELSEVIER
|
2002
|
|
|
|
| 488 |
|
New unit root asymptotics in the presence of deterministic trends
|
Phillips, P. C. B.
|
Elsevier
|
2002
|
|
|
|
| 489 |
|
On the recovery of joint distributions from limited information
|
Miller, D. J.; Liu, W. h.
|
ELSEVIER
|
2002
|
|
|
|
| 490 |
|
Sample selection and information-theoretic alternatives to GMM
|
Nevo, A.
|
ELSEVIER
|
2002
|
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