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~person:"Bollerslev, Tim"
~person:"Hinich, Melvin J."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Bollerslev, Tim
Hinich, Melvin J.
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6
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Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
2
Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip
;
Foster, John
;
Hinich, Melvin J.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
Saved in:
3
Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
Czamanski, Daniel Z.
;
Dormaar, Paul
;
Hinich, Melvin J.
; …
- In:
Energy economics
29
(
2007
)
1
,
pp. 94-104
Persistent link: https://www.econbiz.de/10003413306
Saved in:
4
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
5
Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of empirical finance
6
(
1999
)
4
,
pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
Saved in:
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