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~person:"Asai, Manabu"
~person:"Ghysels, Eric"
~person:"Mignon, Valérie"
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Search: subject_exact:"Volatilität"
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Asai, Manabu
Ghysels, Eric
Mignon, Valérie
McAleer, Michael
40
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15
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On the impact of oil price volatility on the real exchange rate – terms of trade nexus : revisiting commodity currencies
Coudert, Virginie
;
Couharde, Cécile
;
Mignon, Valérie
-
2013
Persistent link: https://www.econbiz.de/10010236011
Saved in:
2
On the links between stock and commodity markets’ volatility
Creti, Anna
;
Joëts, Marc
;
Mignon, Valérie
-
2012
Persistent link: https://www.econbiz.de/10009665291
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
4
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
5
Exchange rate flexibility across financial crises
Coudert, Virginie
;
Couharde, Cécile
;
Mignon, Valérie
-
2010
Persistent link: https://www.econbiz.de/10003996333
Saved in:
6
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
-
2010
Persistent link: https://www.econbiz.de/10003996351
Saved in:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
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