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~isPartOf:"Social choice and welfare"
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ECONIS (ZBW)
226
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1
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
;
Faff, Robert W.
-
1994
Persistent link: https://www.econbiz.de/10000894255
Saved in:
2
Flexibility and uncertainty in the housing market
Lando, Henrik Dan
;
Teit Nielsen, Michael
-
1997
Persistent link: https://www.econbiz.de/10000955350
Saved in:
3
Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
Wang, Pengfei
(
contributor
);
Wen, Yi
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740040
Saved in:
4
Central bank authorities' beliefs about foreign exchange intervention
Neely, Christopher J.
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740121
Saved in:
5
A model of near-rational exuberance
Bullard, James Brian
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003740533
Saved in:
6
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
7
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
8
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
9
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
10
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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