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~subject:"Wechselkurs"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
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2
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
3
A multivariate threshold varying conditional correlations model
Kwan, W.
;
Li, Wai Keung
;
Ng, K. W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003943399
Saved in:
4
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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