Search Results - subject:"Autoregressive conditional heteroskedasticity"

Gonçalves, Sílvia; Kilian, Lutz - In: Journal of econometrics 123 (2004) 1, pp. 89-120

Persistent link: https://www.econbiz.de/10002223733

Tai, Chu-sheng - In: International review of financial analysis 13 (2004) 4, pp. 381-409

Persistent link: https://www.econbiz.de/10002224850

Hsin, Chin-wen - In: International review of financial analysis 13 (2004) 4, pp. 433-462

Persistent link: https://www.econbiz.de/10002224873

Wagner, Niklas F.; Marsh, Terry Alan - In: Statistical papers 45 (2004) 4, pp. 545-561

Persistent link: https://www.econbiz.de/10002228146

Huang, Wei-chiao; Yuanlei Zhu - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 379-395

Persistent link: https://www.econbiz.de/10002229039

McMillan, David G.; Speight, Alan E. H. - In: Journal of forecasting 23 (2004) 6, pp. 449-460

Persistent link: https://www.econbiz.de/10002233160

Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-465

Persistent link: https://www.econbiz.de/10002233739

Ng, Hock Guan; McAleer, Michael - In: International journal of forecasting 20 (2004) 1, pp. 115-129

Persistent link: https://www.econbiz.de/10001918311

Maneschiöld, Per-Ola - In: Economia internazionale 57 (2004) 2, pp. 145-172

Persistent link: https://www.econbiz.de/10002154674

Fabozzi, Frank J.; Tunaru, Radu; Wu, Tony - In: Annals of economics and finance 5 (2004) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10002155277

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