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DQE Working Papers

From Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland
Bd de Pérolles 90, CH-1700 Fribourg.
Contact information at EDIRC.

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16: Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models Downloads
Philippe Deschamps
15: Bayesian estimation of an extended local scale stochastic volatility model Downloads
Philippe Deschamps
12: The Econometric Foundations of Hedonic Elementary Price Indices Downloads
Hans Wolfgang Brachinger and Michael Beer
10: AdMit: Adaptive Mixtures of Student-t Distributions Downloads
David Ardia, Lennart Hoogerheide and Herman van Dijk
9: Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit Downloads
David Ardia, Lennart Hoogerheide and Herman van Dijk
8: Tests d’arbitrage sur options: une analyse empirique des cotations de market-makers Downloads
David Ardia
7: Comparing smooth transition and Markov switching autoregressive models of US Unemployment Downloads
Philippe Deschamps
6: Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations
David Ardia
5: Euro or “Teuro”?: The Euro-induced Perceived Inflation in Germany Downloads
Hans Wolfgang Brachinger
4: Bootstrapping a Hedonic Price Index: Experience from Used Cars Data Downloads
Michael Beer
3: Statistik zwischen Lüge und Wahrheit: Zur Aussagekraft wirtschafts- und sozialstatistischer Aussagen Downloads
Hans Wolfgang Brachinger
2: A flexible prior distribution for Markov switching autoregressions with Student-t errors Downloads
Philippe Deschamps
1: Statistical Theory of Hedonic Price Indices Downloads
Hans Wolfgang Brachinger
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