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Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388
Persistent link: https://www.econbiz.de/10003436860
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001252467
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Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies
Henry, Ólan T.; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388
Persistent link: https://www.econbiz.de/10007771738
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Can portmanteau nonlinearity tests serve as general mis-specification tests? - Evidence from symmetric and asymmetric GARCH models
Brooks, C.; Henry, O.T. - In: Economics letters 67 (2000) 3, pp. 245-252
Persistent link: https://www.econbiz.de/10006780804
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris; Burke, Simon P. - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10006787345