Narrow search
Showing 1 - 10 of 5,624
Cover Image
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev; Kapetanios, George - In: Economics letters 120 (2013) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Cover Image
Risk sensitive linear approximations
Solórzano Andrade, Gustavo; Parra-Alvarez, Juan Carlos - In: Economics letters 238 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
Cover Image
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.; Kapetanios, George - In: Economics letters 69 (2000) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
Cover Image
A comparison of the power of some tests for conditional heteroscedasticity
Péguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001398780
Cover Image
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris; Henry, Ólan Thomas John - In: Economics letters 67 (2000) 3, pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Cover Image
Non-linear Granger causality in the currency futures returns
Asēmakopulos, Iōannēs; Ayling, David; Mahmood, Wan Mansor - In: Economics letters 68 (2000) 1, pp. 25-30
Persistent link: https://www.econbiz.de/10001481919
Cover Image
Asymmetric long memory GARCH in exchange run
Hwang, Y. - In: Economics letters 73 (2001) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001613308
Cover Image
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik - In: Economics letters 81 (2003) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Cover Image
Asymmetric long memory GARCH : a reply to Hwang's model
Ruiz, Esther; Pérez, Ana - In: Economics letters 78 (2003) 3, pp. 415-422
Persistent link: https://www.econbiz.de/10001741157
Cover Image
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
Elder, John - In: Economics letters 79 (2003) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10001741256