Calculating Interval Forecasts
Chris Chatfield
págs. 121-135
Craig F. Ansley
págs. 136-137
Keith Ord
págs. 138-139
Ruey S. Tray
págs. 140-142
Chris Chatfield
págs. 143-144
págs. 145-155
Quality Management: Development of a Framework for a Statistical Agency
Michael Colledge, Mary March
págs. 157-165
Common Volatility in International Equity Markets
Robert F. Engle, Raul Susmel
págs. 167-176
Theoretical Relations Between Risk Premiums and Conditional Variances
Allan W. Gregory, David K. Backus
págs. 177-185
Allan D. Brunner, Gregory D. Hess
págs. 187-197
Temporary Components of Stock Prices: A Skeptic's View
Matthew Richardson
págs. 199-207
Estimating Aggregate Automotive Income Elasticities From the Population Income-Share Elasticity
Robert F. Bordley, James B. McDonald
págs. 209-214
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?
Salih N. Neftci
págs. 215-224
págs. 225-233
ARIMA Processes With ARIMA Parameters
Carlo Grillenzoni
págs. 235-250
© 2001-2024 Fundación Dialnet · Todos los derechos reservados