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11篇 您的检索式：作者名="M Loretan"

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		题名	作者	年代	出处	被引量
	1	Testing the covariance stationary of heavy-tailed time series显示文摘	Loretan M Phillips P C B	1994	Joumal of Empirical Finance1994，1，2：	1
	2	Preclinical pharmaeo- logical profile of ABJ879, a novel epothilone B analog with potent and protracted anti-tumor activity 显示文摘	Wartmann M Loretan J Ranter R	2004	Proc Am Assoc Cancer Res2004，45，：	1
	3	Testing the Covariance Stationarity of Heavy-tailed Time Series:An Overview of the Theory with Applieations to Several Financial Datasets显示文摘	M Loretan P C B Phillips	1994	Journal of Empirical Finance1994，1，2：	1
	4	Testing the Covariance Stationarity of Heavy-tailed Time series: An Overview of the Theory with Appli- cations to Several Financial Datasets 显示文摘	LORETAN M PHILLIPS P C B	1994	Journal of Empirical Fi- nance1994，1，2：	1
	5	Testing the covariance stationarity of heavy-tailed time series: an overview of the theory with applications to several financial datasets 显示文摘	LORETAN M PHILLIPS P C B	1994	Journal of Empirical Finance1994，1，2：	1
	6	The international financial crisis: Timeline, impact and policy responses in Asia and the Pacific显示文摘	Filardo A George J Loretan M	2010	BIS Papers2010，52，：	1
	7	Economic models of systemic risk in financial systems 显示文摘	Loretan M	2006	The North American Journal of Economics and Finance2006，，2：	1
	8	Estimating Long-run Economic Equilibria显示文摘	Phillips P C B Loretan M	1990	Review of Economic Studies1990，58，：	1
	9	Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial data series 显示文摘	Loretan M Phillips P C B	1994	Journal of Empirical Finance1994，，1：	1
	10	Testing the covariance station- arity of heavy-tailed time series: an overview of the theory with applications to several financial data sets显示文摘	Loretan M Phillips P C B	1994	Journal of Empirical Finance1994，1，2：	1
	11	Testing the Covariance Stationarity of Heavy-tailed Time Series显示文摘	Loretan M Phillips P		0，，01：	1

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