Narrow search
Showing 1 - 10 of 12
Cover Image
Estimating time-varying networks for high-dimensional time series
Chen, Jia; Li, Degui; Li, Yuning; Linton, Oliver - 2022 - Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Cover Image
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang - 2021
Persistent link: https://www.econbiz.de/10013262866
Cover Image
Exchange rate monitoring bands : theory and policy
Corrado, Luisa (contributor); Miller, Marcus (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661798
Cover Image
Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2008
Persistent link: https://www.econbiz.de/10003850869
Cover Image
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
Cover Image
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko - 2013
Persistent link: https://www.econbiz.de/10009737686
Cover Image
The multiple impacts of the exchange rate on export diversification
Goya, Daniel - 2014
Persistent link: https://www.econbiz.de/10010410594
Cover Image
Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003491106
Cover Image
Bulls, bears and excess volatility : can currency intervention help?
Corrado, Luisa (contributor); Miller, Marcus (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003482531
Cover Image
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter - 2021
Persistent link: https://www.econbiz.de/10013254143