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person:"Paolella, Marc S."
subject:"Japan"
~person:"Bollerslev, Tim"
~person:"Fukao, Kyōji"
~subject:"Exchange rate"
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Paolella, Marc S.
Bollerslev, Tim
Fukao, Kyōji
Bahmani-Oskooee, Mohsen
63
Caporale, Guglielmo Maria
48
Chinn, Menzie David
48
MacDonald, Ronald
43
Cheung, Yin-Wong
38
Belke, Ansgar
37
Beckmann, Joscha
32
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24
Frankel, Jeffrey A.
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Rose, Andrew
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18
Reitz, Stefan
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18
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Égert, Balázs
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15
Moosa, Imad A.
15
Okubo, Toshihiro
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Growth and productivity in East Asia : NBER-East Asia Seminar on Economics, volume 13 ; [contains papers from the 13th Annual East Asian Seminar on Economics, which took place on June 20 - 22 (2002), in Melbourne, Australia]
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ECONIS (ZBW)
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21
Sectoral productivity and economic growth in Japan, 1970-98 : an empirical analysis based on the JIP database
Fukao, Kyōji
;
Inui, Tomohiko
;
Kawai, Hiroki
;
Miyagawa, …
- In:
Growth and productivity in East Asia : NBER-East Asia …
,
(pp. 177-220)
.
2004
Persistent link: https://www.econbiz.de/10002444666
Saved in:
22
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
23
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
24
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
25
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
26
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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27
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
Saved in:
28
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
29
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
30
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
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