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Theoretical economics letters
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Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz
;
Michalak, Anna
;
Bielak, Łukasz
; …
- In:
Theoretical economics letters
10
(
2020
)
3
,
pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
Saved in:
2
Testing for Dornbusch and delayed overshooting : setting the record straight
Pippenger, John E.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1489-1506
Persistent link: https://www.econbiz.de/10012104489
Saved in:
3
Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Talwar, Shalini
;
Bhat, Aparna
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1188-1217
Persistent link: https://www.econbiz.de/10011888179
Saved in:
4
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
5
Heteroskedasticity-consistent covariance matrix estimators in small samples with high leverage points
Şimşek, Esra
;
Orhan, Mehmet
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 658-677
Persistent link: https://www.econbiz.de/10011582398
Saved in:
6
On the asymptotics of stochastic restrictions
Hernández, José A.
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011582458
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